On the moments of the sample partial autocorrelation function
From MaRDI portal
Publication:1056501
zbMath0523.62079MaRDI QIDQ1056501
Publication date: 1982
Published in: Metron (Search for Journal in Brave)
kurtosisskewnesssmall sample sizestime series modelsfirst two momentssample partial autocorrelation function
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
This page was built for publication: On the moments of the sample partial autocorrelation function