An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:52, 5 March 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
