The following pages link to (Q3227937):
Displaying 9 items.
- Tests for departure from normality in the case of linear stochastic processes (Q775926) (← links)
- Estimation of autocorrelation in a binary time series (Q1114278) (← links)
- Clipped Gaussian processes are never M-step Markov (Q1121593) (← links)
- On autocorrelation estimation in mixed-spectrum Gaussian processes (Q1316600) (← links)
- Renewal model for dependent binary sequences (Q2116523) (← links)
- Discriminant analysis based on binary time series (Q2189750) (← links)
- Spatial autocorrelation and statistical tests: some solutions (Q2260085) (← links)
- The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) (Q4613964) (← links)
- Robustness of Zero Crossing Estimator (Q5237532) (← links)
