Distribution of Multivariate White Noise Autocorrelations

DOI10.2307/2285773zbMath0338.62056OpenAlexW4233502299MaRDI QIDQ4107358

Ratnam V. Chitturi

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2285773

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Stationary stochastic processes (60G10)

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