Uniform convergence of autocovariances

DOI10.1016/J.SPL.2007.07.027zbMath1489.62280OpenAlexW1997487015MaRDI QIDQ2483462

Laimonis Kavalieris

Publication date: 28 April 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.027

zbMATH Keywords

uniform convergencealmost sure convergenceautocorrelationautocovariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (2)

A random-projection based test of Gaussianity for stationary processes ⋮ Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain

Cites Work

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• Autocorrelation, autoregression and autoregressive approximation
• Periodic moving averages of random variables with regularly varying tails
• The uniform convergence of autocovariances
• REGRESSION, AUTOREGRESSION MODELS
• Delay in claim settlement and ruin probability approximations
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• On Limit Theorems for Quadratic Functions of Discrete Time Series

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