MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE

DOI10.1111/jtsa.12046zbMath1291.62160arXiv1211.0576MaRDI QIDQ5408115

Murad S. Taqqu, Shuyang Bai

Publication date: 8 April 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0576

zbMATH Keywords

Gaussian process; CLT; Long-range dependence; Wiener-Itô integrals; Non-central limit theorems

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

Uses Software

• longmemo

Cites Work

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