scholarly journals Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes

Bernoulli ◽  
2018 ◽  
Vol 24 (2) ◽  
pp. 1202-1232 ◽  
Author(s):  
Akihiko Inoue ◽  
Yukio Kasahara ◽  
Mohsen Pourahmadi
Keyword(s):  
Long Memory ◽  
Stationary Processes

Invariance principle for a class of non stationary processes with long memory

2006 ◽  
Vol 342 (4) ◽  
pp. 269-274 ◽  
Author(s):  
Anne Philippe ◽  
Donatas Surgailis ◽  
Marie-Claude Viano
Keyword(s):  
Invariance Principle ◽  
Long Memory ◽  
Stationary Processes

scholarly journals Polynomial Cointegration Between Stationary Processes With Long Memory

2007 ◽  
Vol 0 (0) ◽  
pp. 070620082916013-???
Author(s):  
Marco Avarucci ◽  
Domenico Marinucci
Keyword(s):  
Long Memory ◽  
Stationary Processes ◽  
Polynomial Cointegration

scholarly journals Random sampling of long-memory stationary processes

2010 ◽  
Vol 140 (5) ◽  
pp. 1110-1124 ◽  
Author(s):  
Anne Philippe ◽  
Marie-Claude Viano
Keyword(s):  
Long Memory ◽  
Random Sampling ◽  
Stationary Processes

CAPABILITY MEASURES FOR m -DEPENDENT STATIONARY PROCESSES

Statistics ◽  
2003 ◽  
Vol 37 (1) ◽  
pp. 1-24 ◽  
Author(s):  
SY-MIEN CHEN ◽  
YU-SHENG HSU ◽  
W. L. PEARN
Keyword(s):  
Stationary Processes

Term-Long Memory

1984 ◽  
Vol 29 (7) ◽  
pp. 576-577
Author(s):  
Leonard D. Stern
Keyword(s):  
Long Memory

Limit theorems for long-memory flows on Wiener chaos

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 1473-1503 ◽  
Author(s):  
Shuyang Bai ◽  
Murad S. Taqqu
Keyword(s):  
Long Memory ◽  
Limit Theorems ◽  
Wiener Chaos
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