Covariances Estimation for Long-Memory Processes
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Publication:3566396
DOI10.1239/aap/1269611147zbMath1190.62166MaRDI QIDQ3566396
Wei Zheng, Wei-Biao Wu, Yinxiao Huang
Publication date: 7 June 2010
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1269611147
asymptotic normality; linear process; long-range dependence; covariance; dichotomy; Rosenblatt distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
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