ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR (Q4029927)
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English | ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR |
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ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR (English)
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1 April 1993
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moment generating functions
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tick-tack-toe zero-one matrices
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verification by simulation
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time series realisation
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recursive method
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cumulants
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central moments
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mean-corrected serial covariances
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Gaussian white noise process
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implicit higher order results
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