Quenouille-type theorem on autocorrelations

DOI10.1007/BF00052323zbMath1121.62536OpenAlexW2042195028MaRDI QIDQ1373249

Eugene Seneta, Simon F. Ku

Publication date: 18 November 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00052323

zbMATH Keywords

Limit theoremsample autocorrelationssample partial autocorrelationsQuenouille's test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99)

Related Items

Limited distribution of sample partial autocorrelations: A matrix approach ⋮ Tests based on sample partial autocorrelations ⋮ Goodness-of-fit tests for binomial AR(1) processes

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