Abstract Details
Activity Number:
|
657
|
Type:
|
Invited
|
Date/Time:
|
Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
|
Sponsor:
|
IMS
|
Abstract - #307291 |
Title:
|
Summation Theory for Linear Processes Driven by a Martingale Difference Noise
|
Author(s):
|
Liudas Giraitis*+
|
Companies:
|
Queen Mary, University of London
|
Keywords:
|
Short memory ;
Long memory ;
Linear process ;
Martingale differences ;
Partial sum process
|
Abstract:
|
We discuss asymptotic normality of weighted sums of linear processes with martingale difference innovations. Such processes may have short or long memory. Results are applicable in statistical and econometric applications based on partial sum process.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2013 program
|
2013 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.