Asymptotic independence of distant partial sums of linear processes (Q2466763)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic independence of distant partial sums of linear processes |
scientific article |
Statements
Asymptotic independence of distant partial sums of linear processes (English)
0 references
16 January 2008
0 references
partial-sum process
0 references
long memory
0 references
moving-average process
0 references
fractional Brownian motion
0 references
increment-type statistic
0 references
0 references
0 references
