Asymptotic normality of cross-correlogram estimates of the response function

DOI10.1023/B:SISP.0000016454.89610.35MaRDI QIDQ2481685zbMATH OpenOpenAlexFDO

Authors V. V. Buldygin, Frederic Utzet, Vladimir Zaiats

Publication date 15 April 2008

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:sisp.0000016454.89610.35

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

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• On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
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