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March, 1989 The Bracketing Condition for Limit Theorems on Stationary Linear Processes
Yuzo Hosoya
Ann. Statist. 17(1): 401-418 (March, 1989). DOI: 10.1214/aos/1176347024

Abstract

This paper aims at improvement in regularity conditions on spectral densities for the limit theorems of the quasi maximum-likelihood estimator and the quasi likelihood-ratio statistic. The approach parallels the Daniels-Huber-Pollard proofs of central limit theorems under nonstandard conditions for i.i.d. situations. The results of the paper enable one to dispense with excessive regularity conditions on the spectral density.

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Yuzo Hosoya. "The Bracketing Condition for Limit Theorems on Stationary Linear Processes." Ann. Statist. 17 (1) 401 - 418, March, 1989. https://doi.org/10.1214/aos/1176347024

Information

Published: March, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0691.62035
MathSciNet: MR981458
Digital Object Identifier: 10.1214/aos/1176347024

Subjects:
Primary: 62M10
Secondary: 62E20

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 1 • March, 1989
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