Liu, Xuepu The spectral representation for the related estimation of asymptotic errors of time series. (Chinese) Zbl 0716.62093 J. Math., Wuhan Univ. 10, No. 2, 239-240 (1990). This paper gives an asymptotic spectral decomposition of the asymptotic variance of the estimate for the correlation function of a multi- dimensional stationary process, which generalizes some result of M. S. Bartlett. Reviewer: Guijing Chen MSC: 62M15 Inference from stochastic processes and spectral analysis 62F12 Asymptotic properties of parametric estimators 62M09 Non-Markovian processes: estimation Keywords:asymptotic errors; time series; correlation matrix; asymptotic spectral decomposition of the asymptotic variance; multi-dimensional stationary process PDFBibTeX XMLCite \textit{X. Liu}, J. Math., Wuhan Univ. 10, No. 2, 239--240 (1990; Zbl 0716.62093)