On the asymptotic distribution of sample autocovariance differences of long-memory processes
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Cites work
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- Estimation of GARCH models from the autocorrelations of the squares of a process
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- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
Cited in
(4)- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- Estimation of inverse autocovariance matrices for long memory processes
- scientific article; zbMATH DE number 3999070 (Why is no real title available?)
- Minimum distance estimation of long-memory stochastic duration models
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