LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES

被引：103

作者：

HANNAN, EJ ^{[1
]}

HEYDE, CC ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,DEPT STATISTICS,CANBERRA 2600,AUSTRALIA

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1972年 / 43卷 / 06期

关键词：

D O I：

10.1214/aoms/1177690885

中图分类号：

O1 [数学];

学科分类号：

0701 [数学]; 070101 [基础数学];

摘要：

引用

页码：2058 / 2066

页数：9

共 9 条

[1]

ANDERSON, TW ;

WALKER, AM .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03) :1296-&

[2]

BOX GEP, 1970, TIME SERIES ANLYSIS

[3]

BROWN, BM .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :59-&

[4]

Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5]

GIKHMAN II, 1969, INTRO THEORY RANDON

[6]

Hannan E. J., 1970, MULTIPLE TIME SERIES

[7]

HANNAN, EJ .

[8]

HEYDE CC, TO BE PUBLISHED

[9]

KATZNELSON Y, 1968, HARMONIC ANALYSIS