A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6247817
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process |
scientific article; zbMATH DE number 6247817 |
Statements
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (English)
0 references
20 January 2014
0 references
Bartlett's formula
0 references
estimation of the Hurst index
0 references
fractional Lévy process
0 references
Lévy process
0 references
limit theorems
0 references
sample autocovariance
0 references
sample mean
0 references
0 references
0.8620409965515137
0 references
0.8467227816581726
0 references
0.7921686768531799
0 references
0.7777280807495117
0 references
