Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
type: Item
instance of: scholarly article
title: Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
zbMATH Open document ID: 0854.62084
DOI: 10.1016/0304-4076(95)01740-2
published in: Journal of Econometrics
publication date: 1997-01-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 922052
zbMATH Keywords: central limit theorem
zbMATH Keywords: fractional ARIMA process
zbMATH Keywords: fractional differencing
zbMATH Keywords: noncentral limit theorem
zbMATH Keywords: Rosenblatt distribution
zbMATH Keywords: sample mean
zbMATH Keywords: autocovariances
zbMATH Keywords: autocorrelations
zbMATH Keywords: time series
zbMATH Keywords: power law decay
zbMATH Keywords: long-memory processes
author: Jonathan R. M. Hosking
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01740-2
OpenAlex ID: W2059850868
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description: scientific article; zbMATH DE number 922052