Pages that link to "Item:Q389248"

The following pages link to A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248):

Displaying 12 items.

• Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
• Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization (Q737315) (← links)
• Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
• Weak convergence for a class of stochastic fractional equations driven by fractional noise (Q2248365) (← links)
• On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312) (← links)
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
• Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
• (Q5346030) (← links)
• Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
• Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)