Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies
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Publication:4968587
DOI10.1111/insr.12019zbMath1416.62519OpenAlexW1507486680MaRDI QIDQ4968587
Tobias Niebuhr, Jens-Peter Kreiss
Publication date: 16 July 2019
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/insr.12019
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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