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Applied Mathematics A Journal of Chinese Universities  2015, Vol. 30 Issue (2): 150-156    DOI:
    
A general law of precise asymptotics for long memory processes
LI Yun-xia
School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018, China
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Abstract  Let $X_t=\sum_{k=0}^\infty a_k \varepsilon_{t-k}$ be a long memory moving-average process, this paper achieves a general law of precise asymptotics for $X_t$. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in studies of complete convergence.

Key wordsmoving-average process      long memory process      fractionally integrated process      precise asymptotics     
Received: 27 July 2014      Published: 05 June 2018
CLC:  O211.4  
Cite this article:

LI Yun-xia. A general law of precise asymptotics for long memory processes. Applied Mathematics A Journal of Chinese Universities, 2015, 30(2): 150-156.

URL:

http://www.zjujournals.com/amjcua/     OR     http://www.zjujournals.com/amjcua/Y2015/V30/I2/150


长程相依过程精确渐近性的一般规律

$X_t=\sum_{k=0}^\infty a_k \varepsilon_{t-k}$为长程相依滑动平均过程, 得到了 $X_t$ 关于精确渐近性质的一般规律, 它能够在研究完全收敛性中精确描述边界函数, 权重函数, 收敛率和极限值之间的关系.

关键词: 滑动平均过程,  长程相依过程,  分数积分过程,  精确渐近性 
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