A note on the strong approximation for long memory processes and its application
Publication in refereed journal


香港中文大学研究人员 ( 现职)

伍卓贤教授 (金融学系)

全文

数位物件识别号 (DOI) http://dx.doi.org/10.1080/02331888.2011.629726

引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/0WOS source URL

其它资讯

摘要Let {X-k; k1} be a long memory process defined by where {E-i;

着者Fu KA, Ng ACY
期刊名称Statistics
出版年份2http://aims.cuhk.edu.hk/converis/portal/Publication/013
月份6
日期1
卷号47
期次3
出版社TAYLOR & FRANCIS LTD
页次511 - 52http://aims.cuhk.edu.hk/converis/portal/Publication/0
国际标準期刊号http://aims.cuhk.edu.hk/converis/portal/Publication/0233-1888
语言英式英语

关键词6http://aims.cuhk.edu.hk/converis/portal/Publication/0F15; 6http://aims.cuhk.edu.hk/converis/portal/Publication/0G5http://aims.cuhk.edu.hk/converis/portal/Publication/0; law of the iterated logarithm; linear process; long memory; strong approximation; the adjusted range of partial sums
Web of Science 学科类别Mathematics; Statistics & Probability; STATISTICS & PROBABILITY