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The American Statistician Volume 38, 1984 - Issue 4
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The Teacher's Corner

Nonnegative Definiteness of the Sample Autocovariance Function

A. Ian McLeod Department of Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario, Canada, N6A 5B9
&
Carlos Jimenéz Department of Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario, Canada, N6A 5B9
Pages 297-298 | Received 01 Jul 1983, Published online: 30 Mar 2012

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David Lun, Svenja Fischer, Alberto Viglione & Günter Blöschl. (2023) Significance testing of rank cross-correlations between autocorrelated time series with short-range dependence. Journal of Applied Statistics 50:14, pages 2934-2950.
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Jack Erb & Douglas G. Steigerwald. (2011) Accurately sized test statistics with misspecified conditional homoskedasticity. Journal of Statistical Computation and Simulation 81:6, pages 729-747.
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Ronny Vallejos. (2008) Assessing the association between two spatial or temporal sequences. Journal of Applied Statistics 35:12, pages 1323-1343.
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. (1985) Letters to the Editor. The American Statistician 39:3, pages 235-241.
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