Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5631966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noncentral limit theorems and Appell polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for moving averages of random variables with regularly varying tail probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: More limit theory for the sample correlation function of moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for the sample covariance and correlation functions of moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Invariance Principle for Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Convergence to Semi-Stable Gaussian Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The uniform convergence of autocovariances / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Limit Theorems for Quadratic Functions of Discrete Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4242038 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample inference for nonparametric regression with dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3925606 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zones of attraction of self-similar multiple integrals / rank
 
Normal rank

Latest revision as of 14:44, 7 June 2024

scientific article; zbMATH DE number 2109934
Language Label Description Also known as
English
Asymptotics of the sample mean and sample covariance of long-range-dependent series
scientific article; zbMATH DE number 2109934

    Statements

    Asymptotics of the sample mean and sample covariance of long-range-dependent series (English)
    0 references
    0 references
    25 October 2004
    0 references
    central limit theorem
    0 references
    laws of large numbers
    0 references
    long-range dependence
    0 references
    sample mean
    0 references
    sample covariance
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references