On Conditional Correlation Coefficients of a Wold Markov Process of Gamma Intervals
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Publication:3938371
DOI10.1111/j.1467-842X.1981.tb00781.xzbMath0479.62048MaRDI QIDQ3938371
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Publication date: 1981
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.1981.tb00781.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H20: Measures of association (correlation, canonical correlation, etc.)
62M99: Inference from stochastic processes
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