We consider a stationary time series [X t ] given by X t = k= & k Z t&k , where [Z t ] is a strictly stationary martingale difference white noise. Under assumptions that the spectral density f (\*) of [X t ] is squared integrable and m { |k| m 2 k ร 0 for some {>1ร2, the asymptotic normality of the
A novel algorithm for computing autocorrelation of randomly sampled sequences
โ Scribed by K. C. Lo
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 759 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0278-081X
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