The generalised autocovariance function (Q2346029): Difference between revisions

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+INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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+Power Transformations to Induce Normality and their Applications
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+THE DISTRIBUTION OF PERIODOGRAM ORDINATES
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+The Inverse Autocorrelations of a Time Series and Their Applications
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+Small sample effects in time series analysis: A new asymptotic theory and a new estimate
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+Estimation of the Innovation Variance of a Stationary Time Series
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+Spectral tests of the martingale hypothesis under conditional heteroscedasticity
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+Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations
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+Nonlinear functionals of the periodogram
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+The periodogram of an i.i.d. sequence.
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+ON GENERALIZED FRACTIONAL PROCESSES
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+The Estimation of the Prediction Error Variance
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+The Large-Sample Behavior of Transformations to Normality
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+Consistent Testing for Serial Correlation of Unknown Form
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+ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS
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+The Variance Profile
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+Normal Approximations with Malliavin Calculus
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