Central limit theorems for arrays of decimated linear processes (Q841489): Difference between revisions

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+Approximations and limit theory for quadratic forms of linear processes
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+Asymptotic normality of wavelet estimators of the memory parameter for linear processes
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+Estimators of long-memory: Fourier versus wavelets
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+Q4705314
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+Q4840215
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+Convergence of random spectral measures and applications to invariance principles.
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+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
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+Publication:841489