Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366)
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scientific article; zbMATH DE number 922052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series |
scientific article; zbMATH DE number 922052 |
Statements
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (English)
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19 January 1997
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central limit theorem
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fractional ARIMA process
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fractional differencing
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noncentral limit theorem
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Rosenblatt distribution
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sample mean
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autocovariances
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autocorrelations
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time series
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power law decay
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long-memory processes
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0.9539306
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0.9274101
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0.9186158
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0.91028905
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0.90454954
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