The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process / rank
 
Normal rank
Property / cites work
 
Property / cites work: ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR / rank
 
Normal rank
Property / cites work
 
Property / cites work: EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE / rank
 
Normal rank
Property / cites work
 
Property / cites work: HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3316428 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampled autocovariance and autocorrelation results for linear time processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3847819 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3827448 / rank
 
Normal rank
Property / cites work
 
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 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some robust exact results on sample autocorrelations and tests of randomness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999358 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3219581 / rank
 
Normal rank

Latest revision as of 16:34, 28 May 2024

scientific article
Language Label Description Also known as
English
The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
scientific article

    Statements

    The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (English)
    0 references
    0 references
    8 April 1999
    0 references
    dependent data
    0 references
    kurtosis
    0 references
    time series
    0 references
    autocovariance
    0 references

    Identifiers