A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process |
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A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (English)
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20 January 2014
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Bartlett's formula
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estimation of the Hurst index
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fractional Lévy process
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Lévy process
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limit theorems
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sample autocovariance
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sample mean
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