A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process.

MLA

Cohen, Serge, and Alexander Lindner. “A Central Limit Theorem for the Sample Autocorrelations of a Lévy Driven Continuous Time Moving Average Process.” Journal of Statistical Planning & Inference, vol. 143, no. 8, Aug. 2013, pp. 1295–306. EBSCOhost, https://doi.org/10.1016/j.jspi.2013.03.022.

APA

Cohen, S., & Lindner, A. (2013). A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process. Journal of Statistical Planning & Inference, 143(8), 1295–1306. https://doi.org/10.1016/j.jspi.2013.03.022

Chicago

Cohen, Serge, and Alexander Lindner. 2013. “A Central Limit Theorem for the Sample Autocorrelations of a Lévy Driven Continuous Time Moving Average Process.” Journal of Statistical Planning & Inference 143 (8): 1295–1306. doi:10.1016/j.jspi.2013.03.022.