Pages that link to "Item:Q3490806"

The following pages link to Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806):

Displaying 10 items.

• A note on scale mixtures of skew normal distribution (Q947160) (← links)
• The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
• The exact distribution of indefinite quadratic forms in noncentral normal vectors (Q1817402) (← links)
• On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
• EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE (Q4272774) (← links)
• Inference About the First-Order Autoregressive Coefficient (Q4681075) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
• The Sampling Distribution of the Serial Correlation Coefficient (Q4862769) (← links)
• On approximating the distribution of indefinite quadratic forms (Q5400801) (← links)