Pages that link to "Item:Q3207953"
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The following pages link to ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES (Q3207953):
Displaying 8 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- On confidence intervals and tests for autocorrelations (Q1083819) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- Sur un test d'égalité des autocovariances de deux séries chronologiques (Q3685896) (← links)
- CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819) (← links)
- Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (Q4431621) (← links)
- Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642) (← links)
- Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions (Q5287325) (← links)
