Limit theorems for functionals of moving averages (Q1381563)
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scientific article; zbMATH DE number 1130481
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Limit theorems for functionals of moving averages |
scientific article; zbMATH DE number 1130481 |
Statements
Limit theorems for functionals of moving averages (English)
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5 January 1999
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asymptotic expansion
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central limit theorem
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fractional ARIMA process
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long-range dependence
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0.8433566093444824
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0.8375975489616394
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0.8315541744232178
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