Covariances Estimation for Long-Memory Processes
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Publication:3566396
DOI10.1239/aap/1269611147zbMath1190.62166OpenAlexW1967344495MaRDI QIDQ3566396
Wei Zheng, Yinxiao Huang, Wei-Biao Wu
Publication date: 7 June 2010
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1269611147
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
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