Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes (Q2427782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes |
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Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes (English)
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18 April 2012
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cumulants
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linear process
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stationary processes
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