ON ASYMPTOTIC-DISTRIBUTION OF AUTOCORRELATIONS OF SAMPLE FROM LINEAR STOCHASTIC-PROCESS

被引：71

作者：

ANDERSON, TW

WALKER, AM

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1964年 / 35卷 / 03期

关键词：

D O I：

10.1214/aoms/1177703285

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：1296 / &

共 9 条

ANDERSON, TW .

ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03) :676-687

[2]

BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

[3] SOME PROBABILITY LIMIT THEOREMS WITH STATISTICAL APPLICATIONS [J].

DIANANDA, PH .

PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1953, 49 (02) :239-246

[4]

Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] THE CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES [J].

HOEFFDING, W ;

ROBBINS, H .

Mann, H. B. ;

Wald, A. .

[7] AN APPROACH TO TIME-SERIES ANALYSIS [J].

PARZEN, E .

ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 :951-&

[8]

WALKER AM, 1954, P CAMB PHILOS SOC, V50, P60

[9]

[No title captured]