In this paper we trace the development of the asymptotic analysis of autocorrelations for stationary purely non-deterministic time series. We emphasize the interplay between mathematical requirements ...
Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...
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