An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
Jean-Marie Dufour; Marc Hallin
Statistique et analyse des données (1990)
- Volume: 15, Issue: 1, page 45-56
- ISSN: 0750-7364
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topDufour, Jean-Marie, and Hallin, Marc. "An exponential bound for the permutational distribution of a first-order autocorrelation coefficient." Statistique et analyse des données 15.1 (1990): 45-56. <http://eudml.org/doc/108990>.
@article{Dufour1990,
author = {Dufour, Jean-Marie, Hallin, Marc},
journal = {Statistique et analyse des données},
language = {eng},
number = {1},
pages = {45-56},
publisher = {Association pour la statistique et ses illustrations},
title = {An exponential bound for the permutational distribution of a first-order autocorrelation coefficient},
url = {http://eudml.org/doc/108990},
volume = {15},
year = {1990},
}
TY - JOUR
AU - Dufour, Jean-Marie
AU - Hallin, Marc
TI - An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
JO - Statistique et analyse des données
PY - 1990
PB - Association pour la statistique et ses illustrations
VL - 15
IS - 1
SP - 45
EP - 56
LA - eng
UR - http://eudml.org/doc/108990
ER -
References
top- Anderson, T.W. (1971). The Statistical Analysis of Time Series. New York : Wiley. Zbl0835.62074MR283939
- Brockwell, P.J. and Davis, R.A. (1987). Time Series : Theory and Methods. New York : Wiley. Zbl1169.62074MR868859
- Cox, D.R. and Hinkley, D.V. (1974). Theoretical Statistics. London : Chapman and Hall. Zbl0334.62003MR370837
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