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Publication:3723539
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zbMath0593.62090MaRDI QIDQ3723539

Neville Davies, Mike B. Pate, Joseph D. Petruccelli

Publication date: 1985


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical evaluationexact momentsMARMAmultivariate autoregressive moving averagesample cross correlations


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)


Related Items (3)

From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ On moments of ratios of quadratic forms in normal variables ⋮ Goodness of fit in the linear model without a constant term




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