On a simple estimate of correlations of stationary random sequences
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Publication:5681438
DOI10.21136/am.1973.103468zbMath0265.62032OpenAlexW2737596730MaRDI QIDQ5681438
Publication date: 1973
Full work available at URL: https://eudml.org/doc/14808
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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