Asymptotics of the sample mean and sample covariance of long-range-dependent series
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Publication:4822475
DOI10.1239/jap/1082552213zbMath1049.62015OpenAlexW2089701028MaRDI QIDQ4822475
Publication date: 25 October 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082552213
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
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