Asymptotic Covariance Structure of Serial Correlations in Multivariate Time Series
给出了多元二阶平稳时间序列中任意有限个序列相关性渐近联合正态性的简单证明，并推导了两个序列相关性之间渐近协方差的显式公式，扩展了Bartlett公式。
A simple proof of the asymptotic joint normality of any finite set of serial correlations of a general multivariate second-order stationary time series is presented and an explicit formula for the asymptotic covariance between two serial correlations is derived. The latter extends Bartlett's formula for the asymptotic covariance between two sample cross-correlations.