An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q252301 |
||
Property / author | |||
Property / author: Wei-Biao Wu / rank | |||
Revision as of 02:44, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An asymptotic theory for sample covariances of Bernoulli shifts |
scientific article |
Statements
An asymptotic theory for sample covariances of Bernoulli shifts (English)
0 references
10 March 2009
0 references
asymptotic normality
0 references
covariance
0 references
dependence
0 references
linear process
0 references
martingale
0 references
moderate deviation
0 references
nonlinear time series
0 references
stationary process
0 references
test of correlation
0 references