Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806): Difference between revisions

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+https://doi.org/10.2307/3315458
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+W1971887014
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+Q3316428
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@@ Property / cites work @@
+Sampled autocovariance and autocorrelation results for linear time processes
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+Significance levels of the Box-Pierce portmanteau statistic in finite samples
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+Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
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+The Expectation of Products of Quadratic Forms in Normal Variables
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+Some robust exact results on sample autocorrelations and tests of randomness
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+Generalized portmanteau statistics and tests of randomness
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+Q5612941
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+Q5832678
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+The moments of products of quadratic forms in normal variables
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+A note on the expectation of products of autocorrelations
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+Rank correlation and product-moment correlation
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+Testing for serial correlation with exponentially distributed variates
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