Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula (Q3886709): Difference between revisions
From MaRDI portal
Latest revision as of 09:19, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula |
scientific article |
Statements
Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula (English)
0 references
1980
0 references
Bartlett asymptotic variance formula
0 references
time series
0 references
model identification
0 references
sample autocorrelations
0 references
moving average process
0 references
