Sample autocovariances of long-memory time series

14 May 2008

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