A CENTRAL LIMIT THEOREM FOR m(n) AUTOCOVARIANCES
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Publication:4337826
DOI10.1111/1467-9892.00039zbMath0870.62070MaRDI QIDQ4337826
Publication date: 27 May 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00039
time series; stationary process; sample autocovariances; portmanteau test; joint asymptotic normality; Berry-Esseen type result
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
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