An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process.

Abstract

Let r(j) denote the jth autocorrelation based on a sample of N consecutive observations on a stationary linear stochastic process. Under mild regularity conditions on the process, an iterated logarithm result is given for the convergence of r(j) as N approaches infinity to the corresponding process autocorrelation rho(j). (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 28, 1972
Accession Number
AD0754774

Entities

People

  • C. C. Heyde

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Convergence
  • Data Science
  • Information Science
  • Mathematics
  • Observation
  • Stationary
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.