标题： 样本自协方差的长记忆时间序列 显示英文标题

标题： Sample autocovariances of long-memory time series

摘要： 我们发现长记忆过程样本自协方差的渐近分布，在有限和无限四阶矩的情况下。 根据矩假设和依赖强度之间的相互作用，存在三种收敛速度和极限分布。 特别是，在实际相关的案例中，标准速率的正态近似并不总是成立。 显示英文摘要

摘要： We find the asymptotic distribution of the sample autocovariances of long-memory processes in cases of finite and infinite fourth moment. Depending on the interplay of assumptions on moments and the intensity of dependence, there are three types of convergence rates and limit distributions. In particular, a normal approximation with the standard rate does not always hold in practically relevant cases.