The Uniform Convergence of Autocovariances
Work
Year: 1974
Type: article
Abstract: Under general circumstances it is shown that the sample autocovariances of a discrete, stationary, ergodic process with finite covariance which is also purely nondeterministic converge, uniformly on t... more
Source: The Annals of Statistics
Author E. J. Hannan
Cites:
Cited by: 28
Related to: 10
FWCI: 1.175
Citation percentile (by year/subfield): 91.28
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze