More limit theory for the sample correlation function of moving averages

DOI10.1016/0304-4149(85)90214-5zbMath0572.62075OpenAlexW2091175470MaRDI QIDQ1062404

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90214-5

zbMATH Keywords

regular variation linear process convergence in distribution central limit theorem point processes domain of attraction stable law moving averages ARMA models normalized sample correlation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites Work