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