Asymptotic results on nearly nonstationary processes

Asymptotic results on nearly nonstationary processes

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We study some Hölderian functional central limit theorems for the polygonal partial sum processes built on a first order nearly nonstationary autoregressive process and its least squares residuals Innovations are i.i.d. centered and at least square-integrable innovations. Two types of models are con...

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Bibliographic Details
Main Author: Markevičiūtė, Jurgita
Other Authors: LEIPUS, REMIGIJUS
Format: Doctoral Thesis
Language:English
Published: Lithuanian Academic Libraries Network (LABT) 2013
Subjects:
Mathematics
First order nearly nonstationary autoregressive process
Hölder space
Functional limit theorems
Epidemic change
Beveik nestacionarus pirmos eilės autoregresinis procesas
Hiolderio erdvės
Funkcinės ribinės teoremos
Epideminis pasikeitimas
Online Access:http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2013~D_20131029_102309-56006/DS.005.1.01.ETD

Internet

http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2013~D_20131029_102309-56006/DS.005.1.01.ETD

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