scientific article; zbMATH DE number 926561

MaRDI QIDQ4891957zbMATH OpenFDO

Authors Yuzo Hosoya

Publication date 28 October 1996

zbMATH Keywords

bracketing condition approachcentral limit theoremsconditional momentsmartingale differencemixing conditionsmultivariate stationary processesnonstandard conditionspeaks of spectral densityquasi-likelihood estimateserial covariancesspectral densitystrong dependenceunbounded peaks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Non-Markovian processes: estimation (62M09)

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