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On the asymptotic distribution of covariance estimates of stationary random sequences |
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| Authors: | Wolfgang Blume Gisela Wittwer |
| Institution: | Sektion Mathematik , Humboldt-Universit?t , Unter den Linden 6, Postfach 1297, Berlin, DDR - 1086 |
| Abstract: | |
| Keywords: | Covariance estimate asymptotic distribution rate of convergence |