Inference For Autocorrelations Under Weak Assumptions (Q3129040)

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Inference For Autocorrelations Under Weak Assumptions
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    12 June 1997
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    approximate confidence limits
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    bootstrap
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    stationary time series
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    subsamples
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    large-sample behavior
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    autoregressive moving average
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    ARMA process
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    residuals
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    fitted model
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    estimated autocorrelation function
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    resampling methods
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    Inference For Autocorrelations Under Weak Assumptions (English)
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