On Bartlett's formula for non-linear processes

Journal of Time Series Analysis

Volumn 18, Issue 6, 1997, Pages 535-552

  Berlinet, Alain ^a   Francq, Christian ^a  

^a UNIV MONTPELLIER   (France)

Author keywords

Asymptotic covariance; Bartlett's formula; Consistent estimates; Mixing processes; Sample autocovariances

Indexed keywords

EID: 0347739270     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00067     Document Type: Article

References (18)

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