An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process.
STANFORD UNIV CALIF DEPT OF STATISTICS
Pagination or Media Count:
Let rj denote the jth autocorrelation based on a sample of N consecutive observations on a stationary linear stochastic process. Under mild regularity conditions on the process, an iterated logarithm result is given for the convergence of rj as N approaches infinity to the corresponding process autocorrelation rhoj. Author
- Statistics and Probability