On aggregation of strongly dependent time series

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DOI10.1111/sjos.12421zbMath1459.62166OpenAlexW2982171375WikidataQ126978798 ScholiaQ126978798MaRDI QIDQ5136957

Sucharita Ghosh, Jan Beran, Haiyan Liu

Publication date: 30 November 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12421

zbMATH Keywords

network aggregation time series kernel smoothing long-range dependence asymptotic formula for autocovariances

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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