Empirical processes of long-memory sequences
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Publication:1431519
DOI10.3150/bj/1066418879zbMath1188.62288OpenAlexW2055423942MaRDI QIDQ1431519
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1066418879
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)
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