Topic
Asymptotology
About: Asymptotology is a research topic. Over the lifetime, 1319 publications have been published within this topic receiving 35831 citations.
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30 citations
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TL;DR: In this article, a general asymptotic theory for the estimation of strictly stationary and ergodic time series models is developed, under simple conditions that are straightforward to check.
Abstract: This paper develops a general asymptotic theory for the estimation of strictly stationary and ergodic time–series models. Under simple conditions that are straightforward to check, we establish the strong consistency, the rate of strong convergence and the asymptotic normality of a general class of estimators that includes LSE, MLE and some M-type estimators. As an application, we verify the assumptions for the long-memory fractional ARIMA model. Other examples include the GARCH(1,1) model, random coefficient AR(1) model and the threshold MA(1) model.
30 citations
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TL;DR: The asymptotic behavior of solutions to spectral problems for the Laplace operator in a domain with a rapidly oscillating boundary is analyzed in this paper, where the leading terms of the expansion for eigenelements are constructed.
Abstract: The asymptotic behavior of solutions to spectral problems for the Laplace operator in a domain with a rapidly oscillating boundary is analyzed The leading terms of the asymptotic expansions for eigenelements are constructed, and the asymptotics are substantiated for simple eigenvalues
30 citations
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30 citations
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30 citations