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Uniform convergence of autocovariances

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  • Kavalieris, Laimonis

Abstract

We establish convergence rates for sample autocovariances and autocorrelations of stationary time series which have a moment of order [alpha], 2

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  • Kavalieris, Laimonis, 2008. "Uniform convergence of autocovariances," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 830-838, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:830-838
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    References listed on IDEAS

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    1. E. J. Hannan & L. Kavalieris, 1986. "Regression, Autoregression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(1), pages 27-49, January.
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