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The asymptotic distribution of serial covariances. (English) Zbl 0328.62059


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20 Asymptotic distribution theory in statistics
62M15 Inference from stochastic processes and spectral analysis
62F03 Parametric hypothesis testing
60G10 Stationary stochastic processes
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