The Annals of Probability, Vol. 2, No. 2 (Apr., 1974), pp. 328-332 (5 pages) Let $r(j)$ denote the $j$th autocorrelation based on a sample of $N$ consecutive ...
Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...