More limit theory for the sample correlation function of moving averages
Year of publication: |
1985
|
---|---|
Authors: | Davis, Richard ; Resnick, Sidney |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 20.1985, 2, p. 257-279
|
Publisher: |
Elsevier |
Subject: | sample correlation function regular variation stable laws moving averages point processes ARMA models | central limit theorem |
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