Strong approximation for cross-covariances of linear variables with long-range dependence

Michael A. Kouritzin

Stochastic Processes and their Applications, 1995, vol. 60, issue 2, 343-353

Abstract: Suppose {[var epsilon]k, -[infinity] = m and otherwise 0), quadratic forms, Whittle's and Hosoya's estimates, adaptive filtering and stochastic approximation.

Keywords: Almost; sure; invariance; principle; Linear; processes; Non-stationary; innovations; Covariance; process; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1995
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(95)00069-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:60:y:1995:i:2:p:343-353

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().