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Strongly Consistent And Asymptotically Normal Estimation Of The Covariance For Almost Periodically Correlated Processes

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  • Hurd Harry L.
  • Leskow Jacek

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Suggested Citation

  • Hurd Harry L. & Leskow Jacek, 1992. "Strongly Consistent And Asymptotically Normal Estimation Of The Covariance For Almost Periodically Correlated Processes," Statistics & Risk Modeling, De Gruyter, vol. 10(3), pages 201-226, March.
    • Handle: RePEc:bpj:strimo:v:10:y:1992:i:3:p:201-226:n:1
    DOI: 10.1524/strm.1992.10.3.201
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    Cited by:

    1. Dehay, Dominique & Leskow, Jacek, 1996. "Testing stationarity for stock market data," Economics Letters, Elsevier, vol. 50(2), pages 205-212, February.
    2. Makagon, A. & Miamee, A. G., 1997. "On the spectrum of correlation autoregressive sequences," Stochastic Processes and their Applications, Elsevier, vol. 69(2), pages 179-193, September.

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