A limit theory for long-range dependence and statistical inference on related models (Q1355171): Difference between revisions
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Revision as of 00:42, 20 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 |
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A limit theory for long-range dependence and statistical inference on related models (English)
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19 May 1997
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martingale differences
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serial covariances
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spectral density matrices
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singularities
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long-range dependent processes
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central limit theorems
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mixing conditions
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conditional moments
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convergence of the covariances of quadratic forms
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multiple Fejér kernel
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quasi-likelihood estimate
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quasi-likelihood ratio
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bracketing function approach
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