On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process

DOI10.1093/biomet/48.1-2.197zbMath0107.13803OpenAlexW2061135500MaRDI QIDQ3293779

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Publication date: 1961

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/48.1-2.197

zbMATH Keywords

statistics

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