Central Limit Theorems for arrays of decimated linear processes

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dc.creatorRoueff, François
dc.creatorTaqqu, Murad S.
dc.date2008-05-06
dc.date.accessioned2026-07-07T12:18:35Z
dc.date.available2026-07-07T12:18:35Z
dc.descriptionLinear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then establish central limit theorems for arrays of squares of such decimated processes. These theorems are used to obtain the asymptotic behavior of estimators of the spectral density at specific frequencies. Another application, treated elsewhere, concerns the estimation of the long-memory parameter in time-series, using wavelets.
dc.identifierhttps://arxiv.org/abs/0805.0779
dc.identifierhttp://arxiv.org/abs/0805.0779
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212459
dc.subjectStatistics Theory
dc.subject62M10, 62M15, 62G05, 60G18
dc.titleCentral Limit Theorems for arrays of decimated linear processes
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