Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
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Publication:2491852
DOI10.1016/j.jspi.2004.09.011zbMath1094.60023OpenAlexW2018413964MaRDI QIDQ2491852
Emanuele Taufer, Nikolai N. Leonenko
Publication date: 29 May 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.09.011
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Stationary stochastic processes (60G10)
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