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On the product limit estimator for long range dependent sequences under chi-square subordination

Author

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  • Nikolai Leonenko
  • Ludmila Sakhno
  • Emanuele Taufer

    (DISA, Faculty of Economics, Trento University)

Abstract

No abstract is available for this item.

Suggested Citation

  • Nikolai Leonenko & Ludmila Sakhno & Emanuele Taufer, 2000. "On the product limit estimator for long range dependent sequences under chi-square subordination," Quaderni DISA 041, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
    • Handle: RePEc:trt:disatr:041
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    References listed on IDEAS

    as
    1. Fox, Robert & Taqqu, Murad S., 1987. "Multiple stochastic integrals with dependent integrators," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 105-127, February.
    2. Dehling, Herold & Taqqu, Murad S., 1988. "The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences," Statistics & Probability Letters, Elsevier, vol. 7(1), pages 81-85, July.
    Full references (including those not matched with items on IDEAS)

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