scientific article; zbMATH DE number 846027

MaRDI QIDQ4864546zbMATH OpenFDO

Authors Brajendra C. Sutradhar

Publication date 20 February 1996

zbMATH Keywords

momentscovariance matrixcumulant generating functionexplicit formulaeautocorrelationstrace of matricesapproximate mean and varianceexact mean and covariancegeneral Gaussian processsample serial correlationsvariance and covariance of autocovariances

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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