Convergence of long-memory discrete kth order Volterra processes

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Date Issued
2015-05-01
Publisher Version
10.1016/j.spa.2014.12.006
Author(s)
Bai, Shuyang
Taqqu, Murad S.
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Permanent Link
https://hdl.handle.net/2144/37503
Version
Accepted manuscript
Citation (published version)
Shuyang Bai, Murad S Taqqu. 2015. "Convergence of long-memory discrete kth order Volterra processes." STOCHASTIC PROCESSES AND THEIR APPLICATIONS, Volume 125, Issue 5, pp. 2026 - 2053 (28). https://doi.org/10.1016/j.spa.2014.12.006
Abstract
We obtain limit theorems for a class of nonlinear discrete-time processes X(n) called the kth order Volterra processes of order k. These are moving average kth order polynomial forms: X(n)=∑0
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