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Order of Dependence in a Stationary Normally Distributed Two-Way Series

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Publication:4052971
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DOI10.1214/AOMS/1177690852zbMath0298.62023OpenAlexW1967690772MaRDI QIDQ4052971

P. K. Bhattacharya

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177690852



Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference (62F99) Inference from stochastic processes (62M99)


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