A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES (Q4337826)
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scientific article; zbMATH DE number 1013420
| Language | Label | Description | Also known as |
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| English | A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES |
scientific article; zbMATH DE number 1013420 |
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A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES (English)
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27 May 1997
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stationary process
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portmanteau test
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time series
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joint asymptotic normality
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sample autocovariances
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Berry-Esseen type result
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0.7623610496520996
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0.7602032423019409
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0.7579360008239746
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