Pages that link to "Item:Q1151223"

The following pages link to Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (Q1151223):

Displaying 14 items.

• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
• Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
• On moments of ratios of quadratic forms in normal variables (Q1103298) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
• Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390) (← links)
• On the expectation of a ratio of quadratic forms in normal variables (Q1262655) (← links)
• The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
• A New Exponential GOF Test for Data Subject to Multiply Type II Censoring (Q2873934) (← links)
• Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
• Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
• COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS (Q3551021) (← links)
• Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)