On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483)
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scientific article; zbMATH DE number 7733563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic distribution of sample autocovariance differences of long-memory processes |
scientific article; zbMATH DE number 7733563 |
Statements
On the asymptotic distribution of sample autocovariance differences of long-memory processes (English)
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1 September 2023
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ARFIMA
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central limit theorem
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minimum distance estimation
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