We present a complete analysis of the weak limit behaviour of the sample autocovariance and autocorrelation functions of (Xt), (|Xt|) and (Xt 2). The results in this paper can be seen as a natural ...

The importance of having improved bounds is illustrated through a non-linear programming problem with stochastic objective function, known as the "wait and see" problem.

A random variable is one whose value is unknown or a function that assigns values to each of an experiment’s outcomes. A random variable can be discrete or continuous.