Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process |
scientific article; zbMATH DE number 1039200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process |
scientific article; zbMATH DE number 1039200 |
Statements
Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (English)
0 references
31 August 1997
0 references
durbin's recursion formula
0 references
order of error
0 references
Pitman's theorem
0 references
serial correlation moments
0 references
simulation
0 references
time series
0 references
0 references
0 references
0 references
