Nonnegative Definiteness of the Sample Autocovariance Function

Authors
McLeod, A. Ian Jimenéz, Carlos
Citation
Mcleod, A. Ian et Jimenéz, Carlos, Nonnegative Definiteness of the Sample Autocovariance Function, American statistician , 38(4), 1984, pp. 297-298
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
38
Issue
4
Year of publication
1984
Pages
297 - 298
Database
ACNP
SICI code
Abstract
Various textbooks on time series analysis assert that the usual version of the sample autocovariance function (1) is nonnegative definite.Two simple proofs of this result are presented.