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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| Property / cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION / rank | |||
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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)
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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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