Asymptotic results for long memory LARCH sequences

Annals of Applied Probability

Volumn 13, Issue 2, 2003, Pages 641-668

  Berkes, István ^a   Horváth, Lajos ^b  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^b UNIVERSITY OF UTAH   (United States)

Author keywords

Asymptotic distribution; Fractional Brownian motion; LARCH sequences; Long range dependence

Indexed keywords

EID: 23044479570     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/aoap/1050689598     Document Type: Article

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