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Asymptotic normality and efficiency of a weighted correlogram - MaRDI portal

Asymptotic normality and efficiency of a weighted correlogram (Q4705267)

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scientific article; zbMATH DE number 1380517
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English
Asymptotic normality and efficiency of a weighted correlogram
scientific article; zbMATH DE number 1380517

    Statements

    Asymptotic normality and efficiency of a weighted correlogram (English)
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    19 December 1999
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    Itô stochastic equation
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    Langevin type equation
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