We consider a stationary time series \(\left\{X_{t}\right\}\) given by \(X_{1}=\sum_{k} \psi_{k} Z_{l-k}\), where the driving stream \(\left\{Z_{i}\right\}\) consists of independent and identically distributed random variables with mean zero and finite variance. Under the assumption that the filteri
โฆ LIBER โฆ
On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
โ Scribed by T. W. Anderson and A. M. Walker
- Book ID
- 120818745
- Publisher
- Institute of Mathematical Statistics
- Year
- 1964
- Weight
- 786 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0003-4851
- DOI
- 10.2307/2238257
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