Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula (Q3886709): Difference between revisions
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Revision as of 19:44, 19 March 2024
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English | Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula |
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Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula (English)
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1980
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Bartlett asymptotic variance formula
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time series
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model identification
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sample autocorrelations
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moving average process
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