Uniform convergence of autocovariances

DOI10.1016/J.SPL.2007.07.027MaRDI QIDQ2483462zbMATH OpenOpenAlexFDO

Authors Laimonis Kavalieris

Publication date 28 April 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.07.027

zbMATH Keywords

almost sure convergenceautocorrelationautocovarianceuniform convergence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Autocorrelation, autoregression and autoregressive approximation
• Delay in claim settlement and ruin probability approximations
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• On Limit Theorems for Quadratic Functions of Discrete Time Series
• Periodic moving averages of random variables with regularly varying tails
• REGRESSION, AUTOREGRESSION MODELS
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• The uniform convergence of autocovariances

Cited in

(9)

• Convergence of the clipped sample autocorrelation and autocovariance
• A random-projection based test of Gaussianity for stationary processes
• Uniform convergence of sample second moments of families of time series arrays.
• THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
• scientific article; zbMATH DE number 3947469 (Why is no real title available?)
• scientific article; zbMATH DE number 4086822 (Why is no real title available?)
• scientific article; zbMATH DE number 21649 (Why is no real title available?)
• Shapes of stationary autocovariances
• Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain

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