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A central limit theorem for stationary processes and the parameter estimation of linear processes. (English) Zbl 0484.62102

MSC:
62M15 Inference from stochastic processes and spectral analysis
62M09 Non-Markovian processes: estimation
60F05 Central limit and other weak theorems
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10 Stationary stochastic processes
60G35 Signal detection and filtering (aspects of stochastic processes)
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