THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1 (Q3223757): Difference between revisions
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scientific article
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English | THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1 |
scientific article |
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THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1 (English)
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1983
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martingale differences
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rational spectrum
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almost sure convergence
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AIC
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BIC
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convergence of sample autocorrelations
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second-order purely linear nondeterministic processes
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scalar processes
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innovations
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vector-valued processes
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