Convergence of the clipped sample autocorrelation and autocovariance

DOI10.1007/BF02677346zbMath0930.62086MaRDI QIDQ1299860

Shu-yuan He

Publication date: 13 February 2000

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

central limit theoremautocorrelationiterated logarithmautocovarianceclipped binary series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Cites Work

• THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
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