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Asymptotics of the sample mean and sample covariance of long-range-dependent series - MaRDI portal

Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475)

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scientific article; zbMATH DE number 2109934
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Asymptotics of the sample mean and sample covariance of long-range-dependent series
scientific article; zbMATH DE number 2109934

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    Asymptotics of the sample mean and sample covariance of long-range-dependent series (English)
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    25 October 2004
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    central limit theorem
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    laws of large numbers
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    long-range dependence
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    sample mean
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    sample covariance
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