An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401)
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scientific article; zbMATH DE number 5527428
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| English | An asymptotic theory for sample covariances of Bernoulli shifts |
scientific article; zbMATH DE number 5527428 |
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An asymptotic theory for sample covariances of Bernoulli shifts (English)
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10 March 2009
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asymptotic normality
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covariance
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dependence
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linear process
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martingale
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moderate deviation
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nonlinear time series
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stationary process
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test of correlation
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0.8257224559783936
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0.8119190335273743
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0.8010396361351013
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