The asymptotic distribution of serial covariances

DOI10.1214/AOS/1176343415zbMath0328.62059OpenAlexW2003402295MaRDI QIDQ1226831

E. J. Hannan

Publication date: 1976

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343415

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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