Some simple properties of sums of random variables having long-range dependence

DOI10.1098/RSPA.1989.0080MaRDI QIDQ3827322zbMATH OpenOpenAlexFDO

Authors A. C. Davison, D. R. Cox

Publication date 1989

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1989.0080

zbMATH Keywords

higher-order moments and cumulantslong-range dependencenon-gaussian limits of sums of random quantitiesnumerical methods

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50)

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Cited in

(2)

• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
• A family of random sup-measures with long-range dependence

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