The uniform convergence of autocovariances
From MaRDI portal
Publication:1845283
DOI10.1214/aos/1176342767zbMath0284.62061OpenAlexW1999173618MaRDI QIDQ1845283
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342767
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Strong limit theorems (60F15)
Related Items (9)
Asymptotics of the sample mean and sample covariance of long-range-dependent series ⋮ Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes ⋮ Time Series Source Separation Using Dynamic Mode Decomposition ⋮ Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality ⋮ Uniform convergence of autocovariances ⋮ Multivariate time series analysis ⋮ Adjusting for confounders in cross-correlation analysis: an application to resting state networks ⋮ A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES ⋮ Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
This page was built for publication: The uniform convergence of autocovariances
