On the Estimation of Autocorrelation in time Series

DOI10.1214/AOMS/1177707042MaRDI QIDQ3249309zbMATH OpenOpenAlexFDO

Authors S. K. Zaremba, Z. A. Lomnicki

Publication date 1957

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177707042

zbMATH Keywords

statistics

Cited in

(5)

• scientific article; zbMATH DE number 3551708 (Why is no real title available?)
• Estimation in a first order autoregressive scheme with non—normal stable disturbances
• Asymptotic expansions for the moments of serial correlation coefficients
• On some moments and distributions occurring in the theory of linear stochastic processes. I
• Control charts based on fuzzy costs for monitoring short autocorrelated time series

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