منابع مشابه
Additive Functionals of Infinite-variance Moving Averages
We consider the asymptotic behavior of additive functionals of linear processes with infinite variance innovations. Applying the central limit theory for Markov chains, we establish asymptotic normality for short-range dependent processes. A non-central limit theorem is obtained when the processes are long-range dependent and the innovations are in the domain of attraction of stable laws.
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ژورنال
عنوان ژورنال: Journal of Phytopathology
سال: 2006
ISSN: 0931-1785,1439-0434
DOI: 10.1111/j.1439-0434.2006.01105.x