The sample ACF of a simple bilinear process

Author:

Basrak Bojan,Davis Richard A.,Mikosch Thomas

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference15 articles.

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2. Daley, D.J., Vere-Jones, D., 1988. An Introduction to the Theory of Point Processes. Springer, New York.

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4. More limit theory for the sample correlation function of moving averages.;Davis;Stoch. Proc. Appl.,1985

5. Limit theory for the sample covariance and correlation functions of moving averages.;Davis;Ann. Statist.,1986

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