Nonnegative definiteness of the sample autocovariance function

A. Ian McLeod; Carlos Jiménez

doi:10.1080/00031305.1984.10483233

Nonnegative definiteness of the sample autocovariance function

A. Ian McLeod, Carlos Jiménez

Western University

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

13 Citas (Scopus)

Resumen

Various textbooks on time series analysis assert that the usual version of the sample autocovariance function (1) is nonnegative definite. Two simple proofs of this result are presented.

Idioma original	Inglés
Páginas (desde-hasta)	297-298
Número de páginas	2
Publicación	American Statistician
Volumen	38
N.º	4
DOI	https://doi.org/10.1080/00031305.1984.10483233
Estado	Publicada - nov. 1984
Publicado de forma externa	Sí

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title = "Nonnegative definiteness of the sample autocovariance function",

abstract = "Various textbooks on time series analysis assert that the usual version of the sample autocovariance function (1) is nonnegative definite. Two simple proofs of this result are presented.",

keywords = "Autocovariance function, Time domain",

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AU - Jiménez, Carlos

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DO - 10.1080/00031305.1984.10483233

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Nonnegative definiteness of the sample autocovariance function

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