ASYMPTOTIC NORMALITY OF THE DISCRETE FOURIER-TRANSFORM OF LONG MEMORY TIME-SERIES

被引：2

|

作者：

PHAM, DT

GUEGAN, D

机构：

[1] UNIV GRENOBLE,IMAG,LAB LMC,F-38041 GRENOBLE,FRANCE

[2] UNIV PARIS,INST GALILEE,UA 742,F-93430 VILLETANEUSE,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 21卷 / 04期

关键词：

D O I：

10.1016/0167-7152(94)00023-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

[No abstract available]

引用

收藏

页码：299 / 309

页数：11

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