证明了样本自相关函数的强收敛性，并得到了强收敛速度。
The strong convergence of sample autocorrelation is proved, and the convergence rate is obtained.
本文的目的在于，对于线性平稳时间序列的样本、自协方差、自相关和偏相关函数的渐近性质，给出一个比较系统的描述。
The aim of this paper is to give a systematic account of asymptotic properties of the sample autocovariance, autocorrelation and partial autocorrelation functions of linear stationary time series.
利用误差样本平均归一化自相关函数，可以对所抽取的数据独立性进行验证，同时为改进数据处理方法提供依据。
To validate the independency of data, we can using the average autocorrelation function of error swatch, it can also offer thereunder to ameliorate the method of disposing data.
利用误差样本平均归一化自相关函数，可以对所抽取的数据独立性进行验证，同时为改进数据处理方法提供依据。
To validate the independency of data, we can using the average autocorrelation function of error swatch, it can also offer thereunder to ameliorate the method of disposing data.
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