An asymptotic theory for sample covariances of Bernoulli shifts
type: Item
instance of: scholarly article
title: An asymptotic theory for sample covariances of Bernoulli shifts
zbMATH Open document ID: 1157.60016
published in: Stochastic Processes and their Applications
publication date: 2009-03-10T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 5527428
zbMATH Keywords: asymptotic normality
zbMATH Keywords: covariance
zbMATH Keywords: dependence
zbMATH Keywords: linear process
zbMATH Keywords: martingale
zbMATH Keywords: moderate deviation
zbMATH Keywords: nonlinear time series
zbMATH Keywords: stationary process
zbMATH Keywords: test of correlation
author: Wei Biao Wu
MaRDI profile type: Publication
full work available at URL: j.spa.2008.02.008
OpenAlex ID: W2069028278
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DOI: 10.1016/J.SPA.2008.02.008
description: scientific article; zbMATH DE number 5527428