test_moissonnage_selune
type: Agent

A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
type: Dataset
contact point: Organization
  fn: CCSD
keyword: sample-autocovariance
keyword: sample-mean
keyword: journal-articles
keyword: sample-autocorrelation
keyword: continuous-time-moving-average-process
keyword: bartletts-formula
keyword: limit-theorem
keyword: fractional-levy-process
keyword: estimation-of-the-hurst-index
keyword: infoeu-reposemanticsarticle
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: levy-process
landing page: 0378-3758
description: International audience
issued: 2026-05-15T18:04:06.576975
language: en
modified: 2026-05-15T18:04:06.576980

A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
type: Distribution
access URL: https://hal.science/hal-00708264
format: HTML
issued: 2026-05-15T18:04:06.669089
modified: 2026-05-15T18:04:06.553163