An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401)

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scientific article; zbMATH DE number 5527428
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An asymptotic theory for sample covariances of Bernoulli shifts
scientific article; zbMATH DE number 5527428

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    An asymptotic theory for sample covariances of Bernoulli shifts (English)
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    10 March 2009
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    asymptotic normality
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    covariance
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    dependence
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    linear process
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    martingale
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    moderate deviation
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    nonlinear time series
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    stationary process
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    test of correlation
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