Abstract Details
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Activity Number:
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657
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Type:
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Invited
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Date/Time:
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Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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| Abstract - #307291 |
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Title:
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Summation Theory for Linear Processes Driven by a Martingale Difference Noise
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Author(s):
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Liudas Giraitis*+
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Companies:
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Queen Mary, University of London
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Keywords:
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Short memory ;
Long memory ;
Linear process ;
Martingale differences ;
Partial sum process
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Abstract:
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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.
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Authors who are presenting talks have a * after their name.
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