Short-memory time series
= Short-memory time series
{title2=$\sum_h|\gamma(h)|<\infty$}
In a second-order sense a <weakly stationary process> has short memory when its <autocovariance> is absolutely summable. Then its <spectral density of a stationary process> is continuous and its sample-mean variance has the usual finite <long-run variance of a stationary process>. A <central limit theorem> still needs additional conditions.