scientific article; zbMATH DE number 4121135

zbMath0684.60027MaRDI QIDQ4734566

Paul Doukhan, José Rafael León

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

central limit theoremlaw of iterated logarithmmixing ratestrongly mixing stationary sequenceempirical spectral density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (10)

Moving-average representation of autoregressive approximations ⋮ Multivariate CARMA processes ⋮ Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms ⋮ Spectral estimation in the presence of missing data ⋮ Asymptotic properties of an estimator in errors-in-variables models in the presence of validation data. ⋮ Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate ⋮ A bootstrapped spectral test for adequacy in weak ARMA models ⋮ Estimating FARIMA models with uncorrelated but non-independent error terms ⋮ Towards a nonparametric test of linearity for times series ⋮ Modeling and forecasting persistent financial durations

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