The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998)
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English | The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution |
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The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (English)
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8 April 1999
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dependent data
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kurtosis
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time series
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autocovariance
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