Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
type: Item
instance of: scholarly article
title: Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
zbMATH Open document ID: 0937.62642
DOI: 10.1016/0167-9473(93)90157-O
author: Oliver D. Anderson
published in: Computational Statistics and Data Analysis
publication date: 1997-08-31T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1039200
zbMATH Keywords: durbin's recursion formula
zbMATH Keywords: order of error
zbMATH Keywords: Pitman's theorem
zbMATH Keywords: serial correlation moments
zbMATH Keywords: simulation
zbMATH Keywords: time series
describes a project that uses: IMSL Numerical Libraries
describes a project that uses: LLRANDOM
MaRDI profile type: Publication
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full work available at URL: 0167-9473(93)90157-o
OpenAlex ID: W2065268060
description: scientific article; zbMATH DE number 1039200