A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319)
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scientific article; zbMATH DE number 2064485
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| English | A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence |
scientific article; zbMATH DE number 2064485 |
Statements
A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (English)
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18 May 2004
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asymptotic independence
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discrete Fourier transform
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long-range dependence
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stationarity
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0.8327645659446716
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0.8327645659446716
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0.8098487257957458
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0.809728741645813
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0.7855884432792664
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