Short Range and Long Range Dependence

DOI10.1007/978-1-4939-3076-0_15zbMath1368.60038OpenAlexW2471659707MaRDI QIDQ5272952

Murray Rosenblatt

Publication date: 5 July 2017

Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-3076-0_15

zbMATH Keywords

central limit theoremlong range dependenceshort range dependencestationary Gaussian sequencefinite Fourier transforms

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

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