𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field

✍ Scribed by P. Doukhan; J. R. León


Publisher
Akadmiai Kiad
Year
1996
Tongue
English
Weight
920 KB
Volume
70
Category
Article
ISSN
1588-2632

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The asymptotic distribution of the maxim
✍ S. Sethuraman; I.V. Basawa 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 362 KB

A vector time series model with long-memory dependence is introduced. It is assumed that, at each time point, the observations are equi-correlated. The model is based on a fractionally differenced autoregressive process (long-memory) adjoined to a Gaussian sequence with constant autocorrelation. The