Covariances between estimated autocorrelations of an ARMA process

DOI10.1016/0165-1765(88)90144-9zbMath1328.62522OpenAlexW2089819258MaRDI QIDQ900086

N. E. Zubov

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90144-9

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Computing moments of ratios of quadratic forms in normal variables

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: Covariances between estimated autocorrelations of an ARMA process