Pages that link to "Item:Q4337826"
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The following pages link to A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES (Q4337826):
Displayed 9 items.
- On the maximum of covariance estimators (Q538182) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (Q4561984) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)