HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704): Difference between revisions
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Revision as of 17:02, 5 March 2024
scientific article; zbMATH DE number 946814
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English | HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES |
scientific article; zbMATH DE number 946814 |
Statements
HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (English)
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19 December 1996
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bounded moments
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knot notation
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Pitman's theorem
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sample autovariances
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sample autocorrelations
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Gaussian white noise
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cross-moments
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