Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series

Journal of Econometrics

Volumn 73, Issue 1, 1996, Pages 261-284

  Hosking, Jonathan R M ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Central limit theorem; Fractional ARIMA process; Fractional differencing; Noncentral limit theorem; Rosenblatt distribution

Indexed keywords

EID: 0000708126     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01740-2     Document Type: Article

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