Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process |
scientific article |
Statements
Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (English)
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1990
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time-series realization
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moment generating functions
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Pitman's theorem
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Cumulants
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moments about zero
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central moments
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mean-corrected serial covariances
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serial correlations
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white-noise Gaussian process
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higher moments
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