A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process
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Publication:3135383
DOI10.1080/03610929008830217zbMath0900.62087OpenAlexW2082403806MaRDI QIDQ3135383
Publication date: 17 October 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008830217
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Related Items (2)
Quenouille-type theorem on autocorrelations ⋮ Limited distribution of sample partial autocorrelations: A matrix approach
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