We discuss limit distributions of partial sums of bounded functions h of a long-memory moving-average process Xt=∑j=1 ∞ bjζ t-j with coefficients bj decaying as j-β, 1/2 < β < 1, and independent and ...
Linear regression of a random variable against several functions of time is considered. Limit processes are obtained for the sequences of partial sums of residuals. The limit processes, which are ...
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