A limit theory for long-range dependence and statistical inference on related models (Q1355171)
From MaRDI portal
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
