On the asymptotic normality and independence of the sample partial autocorrelations for an autoregressive process
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Publication:1143731
DOI10.1016/0096-3003(79)90019-5zbMath0442.62070MaRDI QIDQ1143731
Publication date: 1979
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0096-3003(79)90019-5
independence; asymptotic normality; partial autocorrelation coefficients; stationary autoregressive model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)