Accession Number:

AD0754774

Title:

An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-11-28

Pagination or Media Count:

16.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE