Multivariate versions of Bartlett's formula (Q764471)

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Multivariate versions of Bartlett's formula
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    Statements

    title
    Multivariate versions of Bartlett's formula (English)
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    author
    Nan Su
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    Robert B. Lund
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    publication date
    13 March 2012
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    zbMATH Keywords
    asymptotic normality
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    multivariate stationarity
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    sample autocorrelations
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    60F05
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    62M10
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    zbMATH DE Number
    6014441
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