Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ernst, Philip A., Huang, Dongzhou
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory Probability 60G15, 60F05, 62M10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2310.08575