Boston University Libraries OpenBU
    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item

    Central limit theorems for arrays of decimated linear processes

    Thumbnail
    Date Issued
    2009-09-01
    Publisher Version
    10.1016/j.spa.2009.03.009
    Author(s)
    Roueff, F.
    Taqqu, Murad S.
    Share to FacebookShare to TwitterShare by Email
    Export Citation
    Download to BibTex
    Download to EndNote/RefMan (RIS)
    Metadata
    Show full item record
    Permanent Link
    https://hdl.handle.net/2144/37413
    Version
    First author draft
    Citation (published version)
    F. Roueff, M.S. Taqqu. 2009. "Central limit theorems for arrays of decimated linear processes." STOCHASTIC PROCESSES AND THEIR APPLICATIONS, Volume 119, Issue 9, pp. 3006 - 3041 (36). https://doi.org/10.1016/j.spa.2009.03.009
    Abstract
    Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then establish central limit theorems for arrays of squares of such decimated processes. These theorems are used to obtain the asymptotic behavior of estimators of the spectral density at specific frequencies. Another application, treated elsewhere, concerns the estimation of the long-memory parameter in time series, using wavelets.
    Collections
    • CAS: Mathematics & Statistics: Scholarly Papers [263]
    • BU Open Access Articles [3664]


    Boston University
    Contact Us | Send Feedback | Help
     

     

    Browse

    All of OpenBUCommunities & CollectionsIssue DateAuthorsTitlesSubjectsThis CollectionIssue DateAuthorsTitlesSubjects

    Deposit Materials

    LoginNon-BU Registration

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Boston University
    Contact Us | Send Feedback | Help