The asymptotic distribution of sample autocorrelations for a class of linear filters
type: Item
instance of: scholarly article
title: The asymptotic distribution of sample autocorrelations for a class of linear filters
zbMATH Open document ID: 0795.62084
author: Rolando Cavazos-Cadena
published in: Journal of Multivariate Analysis
publication date: 1994-04-21T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 553922
zbMATH Keywords: squared summable filters
zbMATH Keywords: squared integrable spectral density
zbMATH Keywords: stationary time series
zbMATH Keywords: filtering weights
zbMATH Keywords: squared integrable
zbMATH Keywords: sample autocorrelation functions
zbMATH Keywords: Bartlett formula
MaRDI profile type: Publication
full work available at URL: jmva.1994.1005
OpenAlex ID: W2160825612
DOI: 10.1006/JMVA.1994.1005
description: scientific article; zbMATH DE number 553922