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SMAC-Group / TTS

"A Tour of Time Series Analysis with R" (TTS) is a text that is aimed to provide better explanations for students investigating dependency within observations.
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Proof of Theorem 1 #12

Closed stephaneguerrier closed 8 years ago

stephaneguerrier commented 8 years ago

HI @HaotianXu, thanks a lot for the proof. We included it in the text in Appendix A and I started reviewing it. I think it would be nice to show that

T^{\frac{1}{2}}[\tilde{\gamma} \left( h \right) - \hat \gamma \left( h \right)] = o_p(1).

This result should be easy to show (I think) but I have not tried. Would you mind to add it?

Merci beaucoup!