HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704)

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scientific article; zbMATH DE number 946814
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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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