Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series |
scientific article |
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
