HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES
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Publication:4715704
DOI10.1111/j.1467-9892.1996.tb00280.xzbMath0858.62073OpenAlexW2042338297MaRDI QIDQ4715704
Oliver D. Anderson, Zhao-Guo Chen
Publication date: 19 December 1996
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00280.x
Gaussian white noisesample autocorrelationsbounded momentscross-momentsPitman's theoremknot notationsample autovariances
Related Items (3)
Partial and inverse autocorrelations in portmanteau-type tests for time series ⋮ A note on scale mixtures of skew normal distribution ⋮ The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
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