Central limit theorems for quadratic forms in random variables having long-range dependence
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Publication:1071370
DOI10.1007/BF00569990zbMath0586.60019MaRDI QIDQ1071370
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
asymptotic behaviorquadratic formlong-range dependencemaximum likelihood estimatorsfractional Gaussian noise
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