Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564)
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scientific article; zbMATH DE number 1039200
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| English | Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process |
scientific article; zbMATH DE number 1039200 |
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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0.8831251263618469
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0.8268184661865234
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0.8063182234764099
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0.7683042287826538
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