Some linear models of time series with nonstationary long memory
In the thesis is studied the limit distribution of partial sums of certain linear time series models with nonstationary long memory and certain statistics which involve partial sums processes. Philippe, Surgailis, Viano (2006, 2008) introduced time-varying fractionally integrated filters and studied...
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| Format: | Doctoral Thesis |
| Language: | English |
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Lithuanian Academic Libraries Network (LABT)
2009
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| Online Access: | http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2009~D_20090312_091000-74094/DS.005.1.01.ETD |
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