HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704): Difference between revisions

Revision as of 14:43, 24 May 2024

scientific article; zbMATH DE number 946814

Language	Label	Description	Also known as
English	HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES	scientific article; zbMATH DE number 946814

Statements

instance of

scholarly article

0 references

title

HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (English)

0 references

0 references

0 references

Journal of Time Series Analysis

0 references

publication date

19 December 1996

0 references

zbMATH Keywords

bounded moments

0 references

knot notation

0 references

Pitman's theorem

0 references

sample autovariances

0 references

sample autocorrelations

0 references

Gaussian white noise

0 references

cross-moments

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1111/j.1467-9892.1996.tb00280.x

0 references

cites work

Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process

0 references

Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process

0 references

Sampled autocovariance and autocorrelation results for linear time processes

0 references

THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS

0 references

Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula

0 references

Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1

0 references

Further Contributions to the Problem of Serial Correlation

0 references

Some robust exact results on sample autocorrelations and tests of randomness

0 references

Generalized portmanteau statistics and tests of randomness

0 references

The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions

0 references

Q5612941

0 references

The asymptotic distribution of serial covariances

0 references

The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process

0 references

Serial Correlation and Quadratic Forms in Normal Variables

0 references

On a measure of lack of fit in time series models

0 references

Note on the Distribution of the Serial Correlation Coefficient

0 references

BIAS IN THE ESTIMATION OF AUTOCORRELATIONS

0 references

A note on the expectation of products of autocorrelations

0 references

An approximate distribution of a noncircular serial correlation coefficient

0 references

On the asymptotic behaviour of the sample autocovariance function for an integrated moving average process

0 references

Asymptotic expansions for the mean and variance of the serial correlation coefficient

0 references

Identifiers

zbMATH Open document ID

0858.62073

0 references

DOI

10.1111/j.1467-9892.1996.tb00280.x

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4715704

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.1996.tb00280.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2042338297
@@ Property / OpenAlex ID: W2042338297 / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
+Normal rank
@@ Property / cites work @@
+Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
+Normal rank
@@ Property / cites work @@
+Sampled autocovariance and autocorrelation results for linear time processes
+Normal rank
@@ Property / cites work @@
+THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula
+Normal rank
@@ Property / cites work @@
+Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
+Normal rank
@@ Property / cites work @@
+Further Contributions to the Problem of Serial Correlation
+Normal rank
@@ Property / cites work @@
+Some robust exact results on sample autocorrelations and tests of randomness
+Normal rank
@@ Property / cites work @@
+Generalized portmanteau statistics and tests of randomness
+Normal rank
@@ Property / cites work @@
+The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of serial covariances
@@ Property / cites work: The asymptotic distribution of serial covariances / rank @@
+Normal rank
@@ Property / cites work @@
+The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process
+Normal rank
@@ Property / cites work @@
+Serial Correlation and Quadratic Forms in Normal Variables
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Note on the Distribution of the Serial Correlation Coefficient
+Normal rank
@@ Property / cites work @@
+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
@@ Property / cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the expectation of products of autocorrelations
+Normal rank
@@ Property / cites work @@
+An approximate distribution of a noncircular serial correlation coefficient
+Normal rank
@@ Property / cites work @@
+On the asymptotic behaviour of the sample autocovariance function for an integrated moving average process
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the mean and variance of the serial correlation coefficient
+Normal rank