scientific article
From MaRDI portal
Publication:3817434
zbMath0666.62020MaRDI QIDQ3817434
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ARMA processessample autocovariance functionsample autocorrelation functionweakly stationary stochastic processescharacterization of the covariance matrix
Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)
Related Items (3)
The asymptotic covariance matrix of the multivariate serial correlations ⋮ On the asymptotic properties of multivariate sample autocovariances ⋮ Bartlett's formulae -- closed forms and recurrent equations
This page was built for publication:
