On the sample mean of locally stationary long-memory processes
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Publication:993821
DOI10.1016/j.jspi.2010.04.041zbMath1233.62160OpenAlexW1995673967MaRDI QIDQ993821
Publication date: 20 September 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/144883
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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