An iterated logarithm result for autocorrelations of a stationary linear process
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Publication:1844526
DOI10.1214/aop/1176996714zbMath0283.62084OpenAlexW4255625195MaRDI QIDQ1844526
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996714
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)
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