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Limit Theorems

In: Long-Memory Processes

Author

Listed:
  • Jan Beran

    (University of Konstanz, Dept. of Mathematics and Statistics)

  • Yuanhua Feng

    (University of Paderborn, Faculty of Business Administration and Economics)

  • Sucharita Ghosh

    (Swiss Federal Research Institute WSL)

  • Rafal Kulik

    (University of Ottawa, Dept. of Mathematics and Statistics)

Abstract

Most statistical procedures in time series analysis (and in fact statistical inference in general) are based on asymptotic results. Limit theorems are therefore a fundamental part of statistical inference. Here we first review very briefly a few of the basic principles and results needed for deriving limit theorems in the context of long-memory and related processes.

Suggested Citation

  • Jan Beran & Yuanhua Feng & Sucharita Ghosh & Rafal Kulik, 2013. "Limit Theorems," Springer Books, in: Long-Memory Processes, edition 127, chapter 0, pages 209-384, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-35512-7_4
    DOI: 10.1007/978-3-642-35512-7_4
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