On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
From MaRDI portal
Publication:5329471
DOI10.1214/aoms/1177703285zbMath0125.09001WikidataQ100786407 ScholiaQ100786407MaRDI QIDQ5329471
No author found.
Publication date: 1964
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177703285
Related Items
ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS, A test of homogeneity for autoregressive processes, Unnamed Item, A differencing test, Multiple local Whittle estimation in stationary systems, An extensive analysis on the Japanese markets via S. Taylor's model, An asymptotic theory for sample covariances of Bernoulli shifts, On prediction of integrated moving average processes, Limit theorems for quadratic forms with applications to Whittle's estimate, Quenouille-type theorem on autocorrelations, Bartlett's formulae -- closed forms and recurrent equations, A note on the sample serial autocorrelation function of stationary spike trains, Strong approximation for cross-covariances of linear variables with long-range dependence, A fast estimation method for ARMA processes, Power spectrum estimation through autoregressive model fitting, Statistical predictor identification, Approximate maximum-likelihood approach to ARMA spectral estimation, Estimation in a first order autoregressive scheme with non—normal stable disturbances
