ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR (Q4029927)

From MaRDI portal
Revision as of 10:51, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR
scientific article

    Statements

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

    Identifiers