A limit theory for long-range dependence and statistical inference on related models (Q1355171)

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A limit theory for long-range dependence and statistical inference on related models
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    A limit theory for long-range dependence and statistical inference on related models (English)
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    19 May 1997
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    martingale differences
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    serial covariances
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    spectral density matrices
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    singularities
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    long-range dependent processes
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    central limit theorems
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    mixing conditions
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    conditional moments
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    convergence of the covariances of quadratic forms
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    multiple Fejér kernel
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    quasi-likelihood estimate
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    quasi-likelihood ratio
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    bracketing function approach
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