The asymptotic distribution of sample autocorrelations for a class of linear filters (Q1319954)
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scientific article; zbMATH DE number 553922
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| English | The asymptotic distribution of sample autocorrelations for a class of linear filters |
scientific article; zbMATH DE number 553922 |
Statements
The asymptotic distribution of sample autocorrelations for a class of linear filters (English)
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21 April 1994
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squared summable filters
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squared integrable spectral density
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stationary time series
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filtering weights
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squared integrable
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sample autocorrelation functions
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Bartlett formula
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0.834319531917572
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0.8341370820999146
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0.7925004959106445
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0.7697256207466125
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