Sequential estimation for the autocorrelations of linear processes

Annals of Statistics

Volumn 24, Issue 5, 1996, Pages 2233-2249

  Lee, Sangyeol ^a  

^a Sookmyung Women's University   (South Korea)

Author keywords

Asymptotic risk efficiency; Linear processes; Random cental limit theorem; Sample autocorrelations; Sequential estimation; Uniform integrability

Indexed keywords

EID: 0030374548     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362319     Document Type: Article

References (19)

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