scientific article; zbMATH DE number 2073345

MaRDI QIDQ4468668zbMATH OpenFDO

Authors V. V. Buldygin, Frederic Utzet, Vladimir Zaiats

Publication date 10 June 2004

Full work available at URL https://eudml.org/doc/40366

zbMATH Keywords

asymptotic normalitycross-correlogramcumulantsintegral involving cyclic products of kernelsYoung-Hölder inequality

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
• Cross-correlogram estimators of impulse response functions
• Estimation of impulse response functions in two-output systems

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