Inference About the First-Order Autoregressive Coefficient (Q4681075): Difference between revisions

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+Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
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+CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
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+https://doi.org/10.1081/sta-200056847
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+W2149309951
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