ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES

DOI10.1111/j.1467-842X.1977.tb01091.xzbMath0417.62067MaRDI QIDQ3207953

Peter M. Robinson

Publication date: 1977

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

On confidence intervals and tests for autocorrelations ⋮ Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions ⋮ CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS ⋮ Covariance matrix estimation for estimators of mixing weak ARMA models ⋮ Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas ⋮ Estimating linear representations of nonlinear processes ⋮ Efficient use of higher‐lag autocorrelations for estimating autoregressive processes ⋮ Sur un test d'égalité des autocovariances de deux séries chronologiques

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