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Nonnegative Definiteness of the Sample Autocovariance Function
- Source :
- The American Statistician. 38:297-298
- Publication Year :
- 1984
- Publisher :
- Informa UK Limited, 1984.
-
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.
Details
- ISSN :
- 15372731 and 00031305
- Volume :
- 38
- Database :
- OpenAIRE
- Journal :
- The American Statistician
- Accession number :
- edsair.doi.dedup.....b7dfea7d8e51a7e628c0daaa7afdaab0
- Full Text :
- https://doi.org/10.1080/00031305.1984.10483233