EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE (Q4272774)
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scientific article; zbMATH DE number 472914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE |
scientific article; zbMATH DE number 472914 |
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EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE (English)
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19 January 1994
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cumulants
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order of error
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Pitman's theorem
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time series
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verification by simulation
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concentral moments
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series realizations
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Gaussian white noise
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serial covariances
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central moments
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serial correlations
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low-lag partial correlations
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