ASYMPTOTIC-DISTRIBUTION OF SERIAL COVARIANCES

被引:62
作者
HANNAN, EJ [1 ]
机构
[1] AUSTRALIAN NATL UNIV,INST ADVANCED STUDIES,DEPT STATISTICS,CANBERRA 2600,AUSTRALIA
关键词
D O I
10.1214/aos/1176343415
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:396 / 399
页数:4
相关论文
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  • [2] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES
    HANNAN, EJ
    HEYDE, CC
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066
  • [3] Hannan J., 2013, TECH NOTE, V43153
  • [4] ZYGMUND A, 1959, TRIGONOMETRIC SERIES