Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
| Year of publication: |
1996
|
|---|---|
| Authors: | Hosking, Jonathan R. M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 73.1996, 1, p. 261-284
|
| Publisher: |
Elsevier |