Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process |
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Statements
Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (English)
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31 August 1997
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durbin's recursion formula
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order of error
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Pitman's theorem
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serial correlation moments
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simulation
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time series
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