scientific article; zbMATH DE number 3113851
From MaRDI portal
Publication:3227937
Cited in
(9)- Tests for departure from normality in the case of linear stochastic processes
- The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random)
- Renewal model for dependent binary sequences
- Clipped Gaussian processes are never M-step Markov
- On autocorrelation estimation in mixed-spectrum Gaussian processes
- Robustness of Zero Crossing Estimator
- Estimation of autocorrelation in a binary time series
- Spatial autocorrelation and statistical tests: some solutions
- Discriminant analysis based on binary time series
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3227937)