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Sample autocovariances of long-memory time series

Sample autocovariances of long-memory time series

14 May 2008
Lajos Horváth
P. Kokoszka
ArXiv (abs)PDFHTML

Papers citing "Sample autocovariances of long-memory time series"

6 / 6 papers shown
Title
Wasserstein distance bounds on the normal approximation of empirical
  autocovariances and cross-covariances under non-stationarity and stationarity
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity
Andreas Anastasiou
Tobias Kley
49
0
0
07 May 2023
Joint FCLT for Sample Quantile and Measures of Dispersion for
  Functionals of Mixing Processes
Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes
M. Brautigam
Marie Kratz
12
0
0
15 Nov 2021
Sample covariances of random-coefficient AR(1) panel model
Sample covariances of random-coefficient AR(1) panel model
R. Leipus
A. Philippe
Vytautė Pilipauskaitė
D. Surgailis
27
8
0
26 Oct 2018
On model fitting and estimation of strictly stationary processes
On model fitting and estimation of strictly stationary processes
M. Voutilainen
L. Viitasaari
Pauliina Ilmonen
12
13
0
24 Aug 2017
Marcinkiewicz Law of Large Numbers for Outer-products of Heavy-tailed,
  Long-range Dependent Data
Marcinkiewicz Law of Large Numbers for Outer-products of Heavy-tailed, Long-range Dependent Data
M. Kouritzin
Samira Sadeghi
48
3
0
11 Jan 2015
Limit theorems for long memory stochastic volatility models with
  infinite variance: Partial Sums and Sample Covariances
Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances
Rafal Kulik
P. Soulier
56
13
0
24 Sep 2011
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