Asymptotic properties of serial covariances for nonlinear stationary processes

DOI10.1006/JMVA.1993.1077MaRDI QIDQ689377zbMATH OpenOpenAlexFDO

Authors Kamal C. Chanda

Publication date 6 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1077

zbMATH Keywords

strictly stationary processnonlinear processserial covariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited in

(5)

• Asymptotics of the residuals density estimation in nonparametric regression under m(n)-dependent sample
• Multivariate versions of Bartlett's formula
• An asymptotic theory for sample covariances of Bernoulli shifts
• On the multidimension asymptotic distribution of covariance estimates of linear stationary processes
• Large sample properties of spectral estimators for a class of stationary nonlinear processes

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