A simple form of Bartlett's formula for autoregressive processes
type: Item
instance of: scholarly article
title: A simple form of Bartlett's formula for autoregressive processes
zbMATH Open document ID: 0791.62086
DOI: 10.1016/0167-7152(94)90108-2
author: Rolando Cavazos-Cadena
published in: Statistics \& Probability Letters
publication date: 1994-05-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 571685
zbMATH Keywords: recursive calculation of Bartlett matrices
zbMATH Keywords: autoregressive process of finite order
zbMATH Keywords: Bartlett's formula
zbMATH Keywords: asymptotic covariance matrix
zbMATH Keywords: vector of sample autocorrelations
zbMATH Keywords: matrix product
zbMATH Keywords: recursive method
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90108-2
OpenAlex ID: W1991200358
cites work: Q5631966
cites work: Q5841817
cites work: Q3827448
cites work: Q3857500
description: scientific article; zbMATH DE number 571685