WEAK-CONVERGENCE TO THE MATRIX STOCHASTIC INTEGRAL INTEGRAL-1/0-B-DB'

被引：25

作者：

PHILLIPS, PCB ^{[1
]}

机构：

[1] MONASH UNIV,DEPT ECONOMETR & OPERAT RES,CLAYTON,VIC 3168,AUSTRALIA

来源：

关键词：

D O I：

10.1016/0047-259X(88)90039-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：252 / 264

页数：13

共 14 条

BERKES, I ;

PHILIPP, W .

[2]

Billingsley P, 1968, CONVERGENCE PROBABIL

[3]

Box G.E.P., 1976, TIME SERIES ANAL

[4] ON STRONG INVARIANCE-PRINCIPLES UNDER DEPENDENCE ASSUMPTIONS [J].

EBERLEIN, E .

[5]

Hannan J., 2013, TECH NOTE, V43153

[6]

Ibragimov I., 1971, INDEPENDENT STATIONA

[7] MAXIMAL INEQUALITY AND DEPENDENT STRONG LAWS [J].

MCLEISH, DL .

[8]

PHILIPP W, 1975, MEM AM MATH SOC, V161, P1

[9] MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES [J].

PHILLIPS, PCB ;

DURLAUF, SN .

[10] TIME-SERIES REGRESSION WITH A UNIT-ROOT [J].

PHILLIPS, PCB .