Asymptotic Normality of Cross-correlogram Estimates of the Response Function-Reference-Cited by-同舟云学术

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Asymptotic Normality of Cross-correlogram Estimates of the Response Function

Published:2004 Issue:1 Volume:7 Page:1-34
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Statistical Inference for Stochastic Processes

Author:

Buldygin Valery,Utzet Frederic,Zaiats Vladimir

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Statistical Properties of the Estimator of Impulse Response Function;Springer Proceedings in Mathematics & Statistics;2022

2. On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions;Communications in Statistics - Theory and Methods;2020-03-18

3. Sample continuity with probability one for the estimator of impulse response function;Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics;2020

4. Estimation of impulse response functions in two-output systems;Communications in Statistics - Theory and Methods;2018-11-16

5. On the convergence rate for the estimation of impulse response function in the space Lp(T);Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics;2018

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