Convergence of long-memory discrete kth order Volterra processes
dc.contributor.author | Bai, Shuyang | en_US |
dc.contributor.author | Taqqu, Murad S. | en_US |
dc.date.accessioned | 2019-08-29T10:55:06Z | |
dc.date.available | 2019-08-29T10:55:06Z | |
dc.date.issued | 2015-05-01 | |
dc.identifier | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000352924100012&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e74115fe3da270499c3d65c9b17d654 | |
dc.identifier.citation | 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 | |
dc.identifier.issn | 0304-4149 | |
dc.identifier.issn | 1879-209X | |
dc.identifier.uri | https://hdl.handle.net/2144/37503 | |
dc.description.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 | en_US |
dc.description.sponsorship | We would like to thank the referees for their comments. This work was partially supported by the NSF grant DMS-1007616 and DMS-1309009 at Boston University. (DMS-1007616 - NSF at Boston University; DMS-1309009 - NSF at Boston University) | en_US |
dc.format.extent | 2026 - 2053 (28) | en_US |
dc.language | English | |
dc.publisher | ELSEVIER SCIENCE BV | en_US |
dc.relation.ispartof | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | |
dc.subject | Statistics & probability | en_US |
dc.subject | Mathematics | en_US |
dc.subject | Long memory | en_US |
dc.subject | Long-range dependence | en_US |
dc.subject | Volterra process | en_US |
dc.subject | Wiener chaos | en_US |
dc.subject | Wiener | en_US |
dc.subject | Stratonovich | en_US |
dc.subject | Limit theorems | en_US |
dc.subject | Statistics | en_US |
dc.title | Convergence of long-memory discrete kth order Volterra processes | en_US |
dc.type | Article | en_US |
dc.description.version | Accepted manuscript | en_US |
dc.identifier.doi | 10.1016/j.spa.2014.12.006 | |
pubs.elements-source | web-of-science | en_US |
pubs.notes | Embargo: Not known | en_US |
pubs.organisational-group | Boston University | en_US |
pubs.organisational-group | Boston University, College of Arts & Sciences | en_US |
pubs.organisational-group | Boston University, College of Arts & Sciences, Department of Mathematics & Statistics | en_US |
pubs.publication-status | Published | en_US |
dc.identifier.orcid | 0000-0002-1145-9082 (Taqqu, Murad S) | |
dc.identifier.mycv | 37786 |
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