Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences (Q873873)
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scientific article; zbMATH DE number 5135701
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| English | Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences |
scientific article; zbMATH DE number 5135701 |
Statements
Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences (English)
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20 March 2007
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limiting standard errors
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sample autocorrelations
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exact joint asymptotic distribution
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conditionally heteroscedastic time series
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0.7670847177505493
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0.7650461792945862
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0.7643818259239197
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0.7642390727996826
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