A limit theory for long-range dependence and statistical inference on related models

Annals of Statistics

Volumn 25, Issue 1, 1997, Pages 105-137

  Hosoya, Yuzo ^a  

^a TOHOKU UNIVERSITY   (Japan)

Author keywords

Asymptotic theory; Bracketing function; Central limit theorems; Likelihood ratio test; Long range dependence; Martingale differences; Maximum likelihood estimation; Mixing conditions; Quadratic forms; Serial covariances

Indexed keywords

EID: 0031491929     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1034276623     Document Type: Article

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