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0805.2029
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Sample autocovariances of long-memory time series
14 May 2008
Lajos Horváth
P. Kokoszka
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ArXiv (abs)
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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
Andreas Anastasiou
Tobias Kley
49
0
0
07 May 2023
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
R. Leipus
A. Philippe
Vytautė Pilipauskaitė
D. Surgailis
27
8
0
26 Oct 2018
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
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
Rafal Kulik
P. Soulier
56
13
0
24 Sep 2011
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