Accession Number : AD0754774
Title : An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS
Personal Author(s) : Heyde,C. C.
Report Date : 28 NOV 1972
Pagination or Media Count : 16
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)
Descriptors : (*TIME SERIES ANALYSIS, STOCHASTIC PROCESSES), MATHEMATICAL PREDICTION, SAMPLING, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE