On the Estimation of Autocorrelation in time Series
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Publication:3249309
DOI10.1214/AOMS/1177707042zbMath0081.14101OpenAlexW2051938986MaRDI QIDQ3249309
Publication date: 1957
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177707042
Related Items (5)
Unnamed Item ⋮ Estimation in a first order autoregressive scheme with non—normal stable disturbances ⋮ Control charts based on fuzzy costs for monitoring short autocorrelated time series ⋮ On some moments and distributions occurring in the theory of linear stochastic processes. I ⋮ Asymptotic expansions for the moments of serial correlation coefficients
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