An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
Statistique et analyse des données, Tome 15 (1990) no. 1, pp. 45-56.
@article{SAD_1990__15_1_45_0,
     author = {Dufour, Jean-Marie and Hallin, Marc},
     title = {An exponential bound for the permutational distribution of a first-order autocorrelation coefficient},
     journal = {Statistique et analyse des donn\'ees},
     pages = {45--56},
     publisher = {Association pour la statistique et ses illustrations},
     volume = {15},
     number = {1},
     year = {1990},
     language = {en},
     url = {http://www.numdam.org/item/SAD_1990__15_1_45_0/}
}
TY  - JOUR
AU  - Dufour, Jean-Marie
AU  - Hallin, Marc
TI  - An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
JO  - Statistique et analyse des données
PY  - 1990
SP  - 45
EP  - 56
VL  - 15
IS  - 1
PB  - Association pour la statistique et ses illustrations
UR  - http://www.numdam.org/item/SAD_1990__15_1_45_0/
LA  - en
ID  - SAD_1990__15_1_45_0
ER  - 
%0 Journal Article
%A Dufour, Jean-Marie
%A Hallin, Marc
%T An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
%J Statistique et analyse des données
%D 1990
%P 45-56
%V 15
%N 1
%I Association pour la statistique et ses illustrations
%U http://www.numdam.org/item/SAD_1990__15_1_45_0/
%G en
%F SAD_1990__15_1_45_0
Dufour, Jean-Marie; Hallin, Marc. An exponential bound for the permutational distribution of a first-order autocorrelation coefficient. Statistique et analyse des données, Tome 15 (1990) no. 1, pp. 45-56. http://www.numdam.org/item/SAD_1990__15_1_45_0/

Anderson, T.W. (1971). The Statistical Analysis of Time Series. New York : Wiley. | MR | Zbl

Brockwell, P.J. and Davis, R.A. (1987). Time Series : Theory and Methods. New York : Wiley. | MR | Zbl

Cox, D.R. and Hinkley, D.V. (1974). Theoretical Statistics. London : Chapman and Hall. | MR | Zbl