The first term corresponds to the standard Bartlett's formula for linear processes, involving only the autocorrelation function of the observed process. The second term, which is specific to nonlinear processes,
Using these expressions, together with numerical evidence, we show that Bartlett's asymptotic formula for the variance of the sample autocorrelations of moving average processes, which is used widely in identifying these processes, is a large overestimate when considering finitesample sizes. Our ...