Asymptotic normality of the discrete Fourier transform of long memory time series
Guegan, Dominique ; Pham, Dinh Tuan
HAL, halshs-00199350 / Harvested from HAL
Text on HAL
International audience
Publié le : 1994-11-05
Classification:  discrete Fourier transform,  long memory time series,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{halshs-00199350,
     author = {Guegan, Dominique and Pham, Dinh Tuan},
     title = {Asymptotic normality of the discrete Fourier transform of long memory time series},
     journal = {HAL},
     volume = {1994},
     number = {0},
     year = {1994},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00199350}
}

Guegan, Dominique; Pham, Dinh Tuan. Asymptotic normality of the discrete Fourier transform of long memory time series. HAL, Tome 1994 (1994) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00199350/