Abstract
An asymptotic distribution is given for the partial sums of a stationary time-series with long-range dependence. The law of large numbers for the sample covariance of the series is also derived. The results differ from those given elsewhere in relaxing the assumption of the independence of the innovations of the series.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
1 articles.
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