Accession Number:

ADA455033

Title:

On Autocovariance Estimation for Discrete Spectrum Stationary Time Series

Descriptive Note:

Research rept.

Corporate Author:

MARYLAND UNIV COLLEGE PARK INST FOR SYSTEMS RESEARCH

Personal Author(s):

Report Date:

1993-01-01

Pagination or Media Count:

16.0

Abstract:

We provide a necessary and sufficient condition for the almost sure convergence and the strong consistency of the sample autocovariance of a discrete spectrum weakly stationary process. This also clarifies the estimation of the autocovariance function of a mixed spectrum weakly stationary processes.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE