6 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2015★ 6 cited
Limit theorems for the sample autocovariance of a continuous-time moving average process with long memory
Felix Spangenberg
We examine the asymptotic behaviour of the sample autocovariance in a continuous-time moving average model with long-range dependence. We show that it is either asymptotically Rose…
math.PR2012★ 1 cited
Strictly stationary solutions of ARMA equations in Banach spaces
Felix Spangenberg
We obtain necessary and sufficient conditions for the existence of strictly stationary solutions of ARMA equations in Banach spaces with independent and identically distributed noi…