Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642): Difference between revisions

Latest revision as of 14:46, 29 May 2024

scientific article; zbMATH DE number 1420133

Language	Label	Description	Also known as
English	Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas	scientific article; zbMATH DE number 1420133

Statements

instance of

scholarly article

0 references

title

Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (English)

0 references

zbMATH Open document ID

0 references

0 references

0 references

0 references

Canadian Journal of Statistics

0 references

publication date

29 October 2000

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

nonlinear time series

0 references

strongly mixing procesess

0 references

sample autocorrelations

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.2307/3316109

0 references

0 references

0 references

On Bartlett’s Formula for Non‐linear Processes

0 references

Time series: theory and methods.

0 references

Convergence of Distributions Generated by Stationary Stochastic Processes

0 references

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

0 references

Q5612941

0 references

The asymptotic distribution of serial covariances

0 references

On confidence intervals and tests for autocorrelations

0 references

CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS

0 references

The mixing property of bilinear and generalised random coefficient autoregressive models

0 references

Q3323077

0 references

ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES

0 references

Inference For Autocorrelations Under Weak Assumptions

0 references

Asymptotic covariance structure of serial correlations in multivariate time series

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4944642

@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+On Bartlett’s Formula for Non‐linear Processes
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Distributions Generated by Stationary Stochastic Processes
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of serial covariances
@@ Property / cites work: The asymptotic distribution of serial covariances / rank @@
+Normal rank
@@ Property / cites work @@
+On confidence intervals and tests for autocorrelations
+Normal rank
@@ Property / cites work @@
+CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
+Normal rank
@@ Property / cites work @@
+The mixing property of bilinear and generalised random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES
+Normal rank
@@ Property / cites work @@
+Inference For Autocorrelations Under Weak Assumptions
+Normal rank
@@ Property / cites work @@
+Asymptotic covariance structure of serial correlations in multivariate time series
+Normal rank