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- W2474838990 abstract "In the theory of autoregressive model fitting it is of interest to know the asymptotic behaviour, for large sample size, of the coefficients fitted. A significant role is played in this connection by the moments of the norms of the inverse sample covariance matrices. We establish uniform boundedness results for these, first under generally weak conditions and then for the special case of (infinite order) autoregressive processes. These in turn imply corresponding ergodic theorems for the matrices in question." @default.
- W2474838990 created "2016-07-22" @default.
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- W2474838990 date "1994-01-01" @default.
- W2474838990 modified "2023-09-27" @default.
- W2474838990 title "ON A DISTRIBUTIONAL BOUND ARISING IN AUTOREGRESSIVE" @default.
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