scientific article; zbMATH DE number 2073345
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Publication:4468668
zbMath1040.62076MaRDI QIDQ4468668
V. V. Buldygin, Frederic Utzet, Vladimir Zaiats
Publication date: 10 June 2004
Full work available at URL: https://eudml.org/doc/40366
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
cumulantsasymptotic normalitycross-correlogramintegral involving cyclic products of kernelsYoung-Hölder inequality
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)
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Estimation of impulse response functions in two-output systems ⋮ Cross-correlogram estimators of impulse response functions ⋮ Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
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