Bingham, N.H.; Inoue, Akihiko; Kasahara, Yukio - In: Statistics & Probability Letters 82 (2012) 2, pp. 403-410
We prove a representation of the partial autocorrelation function (PACF) of a stationary process, or of the Verblunsky coefficients of its normalized spectral measure, in terms of the Fourier coefficients of the phase function. It is not of fractional form, whence simpler than the existing one...