The statistical approach to the analysis of time-series

DOI10.1109/TIT.1953.1188570zbMath1116.62304MaRDI QIDQ5758093

M. S. Bartlett

Publication date: 3 September 2007

Published in: Transactions of the IRE Professional Group on Information Theory (Search for Journal in Brave)

Full work available at URL: http://ieeexplore.ieee.org/iel5/18/26661/01188570.pdf?tp=&isnumber=26661&arnumber=1188570

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

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