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2016-07-15 Paper Tests based on sample partial autocorrelations 2003-01-19 Paper Limited distribution of sample partial autocorrelations: A matrix approach 2000-03-01...

Publication Date of Publication Type On the moments of the sample partial autocorrelation function 1982-01-01 Paper...

spectra and band-limited spectrum modeling 2000-09-07 Paper Sample partial autocorrelation function of a multivariate time series 1994-11-08 Paper A necessary...

for the sampled partial autocorrelations from a white noise process 1997-08-31 Paper HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS...

non-invertible MA(1) processes with S\(\alpha \)S noise 1999-11-18 Paper The sample autocorrelations of heavy-tailed processes with applications to ARCH 1999-11-09 Paper...

moments of the sample covariances for time series with missing observations 1989-01-01 Paper Optimal ARMA parameter estimation based on the sample covariances...

2007-09-11 Paper Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series 1988-01-01 Paper...

2005-09-16 Paper Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models 2005-05-20 Paper Limiting properties...

Publication Type Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series 1988-01-01 Paper...

1978-01-01 Paper On the parametrization of autoregressive models by partial autocorrelations 1973-01-01 Paper...

estimation methods based on sample covariances 1986-01-01 Paper ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis 1985-01-01...

moments of the sample autocovariances and autocorrelations for general arma processes 1981-01-01 Paper Exact moments of the sample autocorrelations from series...

restoration 1995-02-06 Paper Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions 1993-08-23 Paper https://portal...

process 1985-01-01 Paper ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS 1985-01-01 Paper...

parameter via the partial autocorrelation function 2001-09-17 Paper Estimating the locations and number of change points by the sample-splitting method...

High-dimensional two-sample mean vectors test and support recovery with factor adjustment 2021-05-07 Paper A two-step test for the two-sample problem of processes...

INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES 2003-05-18 Paper Uniform convergence of sample second moments of families of time...

periodic model 1997-09-21 Paper A note on the asymptotic normality of sample autocorrelations for a linear stationary sequence 1997-04-09 Paper https://portal...

2012-05-18 Paper An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 2012-01-18 Paper BOOTSTRAP ASSISTED...

de/entity/Q2757197 2002-03-06 Paper VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE 2001-05-16 Paper Coverage properties...