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Quenouille-type theorem on autocorrelations

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  • Simon Ku
  • Eugene Seneta

Abstract

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Suggested Citation

  • Simon Ku & Eugene Seneta, 1996. "Quenouille-type theorem on autocorrelations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(4), pages 621-630, December.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:4:p:621-630
    DOI: 10.1007/BF00052323
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    References listed on IDEAS

    as
    1. Mills, T. M. & Seneta, E., 1989. "Goodness-of-fit for a branching process with immigration using sample partial autocorrelations," Stochastic Processes and their Applications, Elsevier, vol. 33(1), pages 151-161, October.
    2. Cavazos-Cadena, Rolando, 1994. "A simple form of Bartlett's formula for autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 221-231, February.
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    Cited by:

    1. Ku, Simon F., 1997. "Limited distribution of sample partial autocorrelations: A matrix approach," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 121-143, December.

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