Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas

DOI10.2307/3316109zbMath0946.62081OpenAlexW1894214642MaRDI QIDQ4944642

Alain F. Berlinet, Christian Francq

Publication date: 29 October 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316109

zbMATH Keywords

nonlinear time seriessample autocorrelationsstrongly mixing procesess

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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