Образец цитирования:
В. В. Городецкий, “О сходимости к полуустойчивым гауссовским процессам”, Теория вероятн. и ее примен., 22:3 (1977), 513–522; Theory Probab. Appl., 22:3 (1978), 498–508
\RBibitem{Gor77}
\by В.~В.~Городецкий
\paper О сходимости к полуустойчивым гауссовским процессам
\jour Теория вероятн. и ее примен.
\yr 1977
\vol 22
\issue 3
\pages 513--522
\mathnet{http://mi.mathnet.ru/tvp3251}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=455063}
\zmath{https://zbmath.org/?q=an:0387.60039}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 3
\pages 498--508
\crossref{https://doi.org/10.1137/1122060}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp3251
https://www.mathnet.ru/rus/tvp/v22/i3/p513
Исправления
Письмо в редакцию В. В. Городецкий Теория вероятн. и ее примен., 1979, 24:2, 444
Эта публикация цитируется в следующих 19 статьяx:
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Fractional Brownian Motion, 2019, 257
Pipiras V., Taqqu M., “Long-Range Dependence and Self-Similarity”, Long-Range Dependence and Self-Similarity, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge Univ Press, 2017, 1–668
Tucker McElroy, Dimitris N. Politis, “Distribution theory for the studentized mean for long, short, and negative memory time series”, Journal of Econometrics, 177:1 (2013), 60
Mishura Yu.S., “Wiener integration with respect to fractional brownian motion”, Stochastic Calculus for Fractional Brownian Motion and Related Processes, Lecture Notes in Mathematics, 1929, 2008, 1
V. I. Paulauskas, D. Surgailis, “On the rate of approximation in limit theorems for sums of moving averages”, Теория вероятн. и ее примен., 52:2 (2007), 405–414; Theory Probab. Appl., 52:2 (2008), 361–370
Meng-Chen Hsieh, Clifford M. Hurvich, Philippe Soulier, “Asymptotics for duration-driven long range dependent processes”, Journal of Econometrics, 141:2 (2007), 913
P.M. Robinson, “The distance between rival nonstationary fractional processes”, Journal of Econometrics, 128:2 (2005), 283
Wei Biao Wu, Wanli Min, “On linear processes with dependent innovations”, Stochastic Processes and their Applications, 115:6 (2005), 939
Wen Dai, “Asymptotics of the sample mean and sample covariance of long-range-dependent series”, Journal of Applied Probability, 41:A (2004), 383
H. L. Koul, Developments in Robust Statistics, 2003, 203
Qiying Wang, Yan-Xia Lin, Chandra M. Gulati, “ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS”, Econ. Theory, 19:01 (2003)
D. Marinucci, P.M. Robinson, “Weak convergence of multivariate fractional processes”, Stochastic Processes and their Applications, 86:1 (2000), 103
D. Marinucci, P.M. Robinson, “Alternative forms of fractional Brownian motion”, Journal of Statistical Planning and Inference, 80:1-2 (1999), 111
Hira L. Koul, Winfried Stute, “Regression model fitting with long memory errors”, Journal of Statistical Planning and Inference, 71:1-2 (1998), 35
Н. В. Смородина, “Локальный принцип инвариантности для процессов, линейно порожденных независимыми случайными величинами”, Теория вероятн. и ее примен., 29:4 (1984), 680–691; N. V. Smorodina, “Local invariance principle for the processes linearly generated by independent random variables”, Theory Probab. Appl., 29:4 (1985), 707–718
Makoto Maejima, “On a class of self-similar processes”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 62:2 (1983), 235
William N. Hudson, J. David Mason, “Operator-self-similar processes in a finite-dimensional space”, Trans. Amer. Math. Soc., 273:1 (1982), 281
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