Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series |
scientific article; zbMATH DE number 922052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series |
scientific article; zbMATH DE number 922052 |
Statements
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (English)
0 references
19 January 1997
0 references
central limit theorem
0 references
fractional ARIMA process
0 references
fractional differencing
0 references
noncentral limit theorem
0 references
Rosenblatt distribution
0 references
sample mean
0 references
autocovariances
0 references
autocorrelations
0 references
time series
0 references
power law decay
0 references
long-memory processes
0 references
0 references
0 references
0 references
0 references
0.9539306
0 references
0.9274101
0 references
0.9186158
0 references
0.91028905
0 references
0.90454954
0 references
