On the asymptotic normality and independence of the sample partial autocorrelations for an autoregressive process

DOI10.1016/0096-3003(79)90019-5zbMath0442.62070OpenAlexW2065547107MaRDI 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

zbMATH Keywords

independence asymptotic normality partial autocorrelation coefficients stationary autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

On the Statistical Treatment of Linear Stochastic Difference Equations

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