Limit theorems for aggregated linear processes

Johannes Moritz Jirak

Limit theorems for aggregated linear processes

Johannes Moritz Jirak

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	520-544
Journal	Advances in Applied Probability
Volume	45
Issue number	2
Publication status	Published - 2013

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)

Cite this

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title = "Limit theorems for aggregated linear processes",

author = "Jirak, {Johannes Moritz}",

year = "2013",

language = "English",

volume = "45",

pages = "520--544",

journal = "Advances in Applied Probability",

issn = "1475-6064",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - Limit theorems for aggregated linear processes

AU - Jirak, Johannes Moritz

PY - 2013

Y1 - 2013

UR - http://www.appliedprobability.org/content.aspx?Group=journals&Page=japcurrent

UR - http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.aap/1370870128&page=record

M3 - Article

SN - 1475-6064

VL - 45

SP - 520

EP - 544

JO - Advances in Applied Probability

JF - Advances in Applied Probability

IS - 2

ER -

Limit theorems for aggregated linear processes

Fields of Expertise

Treatment code (Nähere Zuordnung)

Other files and links

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this

Limit theorems for aggregated linear processes

Fields of Expertise

Treatment code (Nähere Zuordnung)

Other files and links

Projects

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this