Quenouille-type theorem on autocorrelations

Simon Ku and Eugene Seneta

Annals of the Institute of Statistical Mathematics, 1996, vol. 48, issue 4, 630 pages

Keywords: Limit theorem; sample autocorrelations; sample partial autocorrelations; Quenouille's test (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/BF00052323

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