Some simple properties of sums of random variables having long-range dependence

DOI10.1098/rspa.1989.0080zbMath0673.60037OpenAlexW1981848836MaRDI QIDQ3827322

Anthony C. Davison, David R. Cox

Publication date: 1989

Published in: Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1989.0080

zbMATH Keywords

numerical methodslong-range dependencehigher-order moments and cumulantsnon-gaussian limits of sums of random quantities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

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Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series

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