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zbMath0708.62079MaRDI QIDQ3490805

Donatas Surgailis, Liudas Giraitis

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normality quadratic form linear process spectral density stationary sequence long-range dependencies

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Characterization and structure theory of statistical distributions (62E10)

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