A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process

Authors
B.Choi
Citation
B.choi, A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process, Communications in statistics. Theory and methods Communications in statistics. Part A. Theory and methods , 19(2), 1990, pp. 547-554
Journal title
Communications in statistics. Theory and methods Communications in statistics. Part A. Theory and methods → ACNP
ISSN journal
03610926
Volume
19
Issue
2
Year of publication
1990
Pages
547 - 554
Database
ACNP
SICI code