scientific article; zbMATH DE number 1112441

zbMATH Open0912.62025MaRDI QIDQ4374064FDOQ4374064

Authors: Oliver D. Anderson 

Publication date: 26 May 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

serial correlationtime-seriesorder of errortheoretical moments

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (1)

• Approximating Large Frequency Moments with Pick-and-Drop Sampling

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