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- W2036596084 abstract "Abstract. It is shown that the sample autocovariance of a periodically correlated process converges to a limit which reveals the same periodicity as the process. A theorem is proved relating to the rate of almost sure convergence, which is uniform in the lag up to some orders of observation length. Based on the limiting property, a strongly consistent estimate of hidden period is proposed." @default.
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- W2036596084 date "1988-07-01" @default.
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- W2036596084 title "A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION" @default.
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- W2036596084 doi "https://doi.org/10.1111/j.1467-9892.1988.tb00480.x" @default.
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