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

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scientific article; zbMATH DE number 146628
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    ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR
    scientific article; zbMATH DE number 146628

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