Linear Processes, Long-Range Dependence and Asymptotic Expansions |
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Authors: | Tailen Hsing |
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Affiliation: | (1) Texas A & M University, USA;(2) National University of Singapore, Singapore |
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Abstract: | Linear processes have a wide range of applications in time series analysis. This paper reviews some recent results by the author on the limit theory for the functionals of linear processes. |
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