Neave effect also occurs with Tausworthe sequences
Shu Tezuka
WSC 1991
We consider asymptotic behavior of partial sums and sample covariances for linear processes whose innovations are dependent. Central limit theorems and invariance principles are established under fairly mild conditions. Our results go beyond earlier ones by allowing a quite wide class of innovations which includes many important nonlinear time series models. Applications to linear processes with GARCH innovations and other nonlinear time series models are discussed. © 2005 Elsevier B.V. All rights reserved.
Shu Tezuka
WSC 1991
John R. Kender, Rick Kjeldsen
IEEE Transactions on Pattern Analysis and Machine Intelligence
Michael Ray, Yves C. Martin
Proceedings of SPIE - The International Society for Optical Engineering
Arnon Amir, Michael Lindenbaum
IEEE Transactions on Pattern Analysis and Machine Intelligence