Covariances Estimation for Long-Memory Processes (Q3566396): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1239/aap/1269611147 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1967344495 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noncentral limit theorems and Appell polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5841817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4507916 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of the sample mean and sample covariance of long-range-dependent series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate symmetric statistics of long-range dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of normalized quadratic forms / 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 asymptotic distribution of serial covariances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for functionals of moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample autocovariances of long-memory 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: Asymptotics for duration-driven long range dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Wiener-Ito integrals. With applications to limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Is network traffic approximated by stable Lévy motion or fractional Brownian motion? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonstandard limit theorem for infinite variance functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zones of attraction of self-similar multiple integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable limits of sums of bounded functions of long memory moving averages with finite variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of integrated processes of arbitrary Hermite rank / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong invariance principles for dependent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: An asymptotic theory for sample covariances of Bernoulli shifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: On linear processes with dependent innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale approximations for sums of stationary processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4694369 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:09, 2 July 2024

scientific article
Language Label Description Also known as
English
Covariances Estimation for Long-Memory Processes
scientific article

    Statements

    Covariances Estimation for Long-Memory Processes (English)
    0 references
    0 references
    0 references
    0 references
    7 June 2010
    0 references
    asymptotic normality
    0 references
    covariance
    0 references
    dichotomy
    0 references
    linear process
    0 references
    long-range dependence
    0 references
    Rosenblatt distribution
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references