A limit theory for long-range dependence and statistical inference on related models (Q1355171): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A limit theory for long-range dependence and statistical inference on related models |
scientific article |
Statements
A limit theory for long-range dependence and statistical inference on related models (English)
0 references
19 May 1997
0 references
martingale differences
0 references
serial covariances
0 references
spectral density matrices
0 references
singularities
0 references
long-range dependent processes
0 references
central limit theorems
0 references
mixing conditions
0 references
conditional moments
0 references
convergence of the covariances of quadratic forms
0 references
multiple Fejér kernel
0 references
quasi-likelihood estimate
0 references
quasi-likelihood ratio
0 references
bracketing function approach
0 references