An asymptotic theory for sample covariances of Bernoulli shifts

DOI10.1016/j.spa.2008.02.008zbMath1157.60016OpenAlexW2069028278MaRDI QIDQ1004401

Wei-Biao Wu

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.02.008

zbMATH Keywords

asymptotic normalitylinear processmartingalemoderate deviationstationary processcovariancenonlinear time seriesdependencetest of correlation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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