Central limit theorems for nearly long range dependent subordinated linear processes
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AbstractThe limit behavior of partial sums for short range dependent stationary sequences (with summable autocovariances) and for long range dependent sequences (with autocovariances summing up to infinity) differs in various aspects. We prove central limit theorems for partial sums of subordinated linear processes of arbitrary power rank which are at the border of short and long range dependence.
1996 ◽
Vol 63
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pp. 153-174
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2011 ◽
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pp. 251-259
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2012 ◽
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pp. 1150026
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1987 ◽
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pp. 213-240
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1993 ◽
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2018 ◽
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pp. 1439-1465
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pp. 693-726
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