Bias in the sample autocorrelations of fractional noise

DOI10.1093/biomet/80.3.698zbMath0800.62519OpenAlexW1985546569MaRDI QIDQ4280039

Christos Agiakloglou, Paul Newbold

Publication date: 7 March 1994

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.3.698

Mathematics Subject Classification ID

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

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