Pages that link to "Item:Q3471560"
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The following pages link to Sampled autocovariance and autocorrelation results for linear time processes (Q3471560):
Displaying 18 items.
- Autocovariance functions of series and of their transforms (Q261897) (← links)
- Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
- The serial correlation structure for a random process with steps (Q1108724) (← links)
- Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390) (← links)
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
- Convergence of the clipped sample autocorrelation and autocovariance (Q1299860) (← links)
- The asymptotic distribution of sample autocorrelations for a class of linear filters (Q1319954) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- More effective time-series analysis and forecasting (Q1917907) (← links)
- Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106) (← links)
- Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698) (← links)
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
- Moments of the sampled space-time autocovariance and autocorrelation function (Q3716149) (← links)
- Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820) (← links)
- Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
- HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
- (Q4864546) (← links)
- SPC for short-run multivariate autocorrelated processes (Q5124919) (← links)
