The serial dependence properties of Gaussian white noise time series: Confirming formulae by simulation
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Publication:684805
zbMATH Open0800.62530MaRDI QIDQ684805
Publication date: 7 October 1993
Published in: Computational Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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