THE CONVERGENCE RATE OF SAMPLE AUTOCORRELATION AND AUTOCOVARiANCES FOR STATIONARY TIME SERIES
THE CONVERGENCE RATE OF SAMPLE AUTOCORRELATION AND AUTOCOVARiANCES FOR STATIONARY TIME SERIES
摘要
Let {x(n)} be a scalar stationary ergodic linearly regular time series with mean zero. Suppose that its linear innovations ε(n)
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