scientific article; zbMATH DE number 1069586

MaRDI QIDQ4356547zbMATH OpenFDO

Authors Kamal C. Chanda

Publication date 8 February 1998

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Asymptotic properties of serial covariances for nonlinear stationary processes
• On the multidimensional asymptotic distribution of covariance estimates of stationary mixing sequences
• On the multidimension asymptotic distribution of covariance estimates of linear stationary processes
• Asymptotic covariance structure of serial correlations in multivariate time series

Cited in

(5)

• Asymptotic properties of estimators for autoregressive models with errors in variables
• Some limit theory for autocovariances whose order depends on sample size
• An asymptotic theory for sample covariances of Bernoulli shifts
• Asymptotic properties of serial covariances for nonlinear stationary processes
• On the multidimensional asymptotic distribution of covariance estimates of stationary mixing sequences

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