Random Operators and Stochastic Equations
Editor-in-Chief: Girko, Vyacheslav
Managing Editor: Molchanov, S.
Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre
4 Issues per year
CiteScore 2016: 0.37
SCImago Journal Rank (SJR) 2015: 0.398
Source Normalized Impact per Paper (SNIP) 2015: 0.949
Mathematical Citation Quotient (MCQ) 2015: 0.22
In this paper, the sum of the sample autocorrelation function, found in many standard time series textbooks and software, at lag h ≥ 1 is considered. It is shown that this sum is always for any stationary time series with arbitrary length T ≥ 2. As an application of this quantity, it is shown that the sample spectral density of a stationary process fluctuates violently about the theoretical spectral density.
Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.