THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1 (Q3223757)

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THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
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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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