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On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
Data up to Jan 2025
Published1964
Citations123
References7
Total Citations Per Year
Abstract
References (7)
Stochastic processes
1953 • 9,312 citations
On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series
1946 • 819 citations
On the Statistical Treatment of Linear Stochastic Difference Equations
1943 • 782 citations
On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
1959 • 389 citations
An Approach to Time Series Analysis
1961 • 370 citations
Some probability limit theorems with statistical applications
1953 • 105 citations
The asymptotic distribution of serial correlation coefficients for autoregressive processes with dependent residuals
1954 • 19 citations
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