A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process-Reference-Cited by-同舟云学术

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A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process

Published:1990-01 Issue:2 Volume:19 Page:547-553
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Choi Byoungseon

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610929008830217

Reference9 articles.

1. Time Series: Theory and Methods

2. THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Limited distribution of sample partial autocorrelations: A matrix approach;Stochastic Processes and their Applications;1997-12

2. Quenouille-type theorem on autocorrelations;Annals of the Institute of Statistical Mathematics;1996-12

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