[Statistical Methods for Data with Long-Range Dependence]: Comment: Short- Range Consequences of Long-Range Dependence
نویسندگان
چکیده
منابع مشابه
Short Range and Long Range Dependence
In this section a discussion of the evolution of a notion of strong mixing as a measure of short range dependence and with additional restrictions a sufficient condition for a central limit theorem, is given. In the next section I will give a characterization of strong mixing for stationary Gaussian sequences. In Sect. 3 I will give a discussion of processes subordinated to Gaussian processes a...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 1992
ISSN: 0883-4237
DOI: 10.1214/ss/1177011123