A CENTRAL LIMIT THEOREM FOR m(n) AUTOCOVARIANCES
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Publication:4337826
DOI10.1111/1467-9892.00039zbMath0870.62070OpenAlexW2057789045MaRDI QIDQ4337826
Publication date: 27 May 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00039
time seriesstationary processsample autocovariancesportmanteau testjoint asymptotic normalityBerry-Esseen type result
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
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