A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
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Publication:1429319
DOI10.1214/aos/1051027883zbMath1039.62087MaRDI QIDQ1429319
Publication date: 18 May 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1051027883
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62M15: Inference from stochastic processes and spectral analysis
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