Bartlett's formulae -- closed forms and recurrent equations
type: Item
instance of: scholarly article
title: Bartlett's formulae -- closed forms and recurrent equations
zbMATH Open document ID: 0857.62090
DOI: 10.1007/BF00049288
published in: Annals of the Institute of Statistical Mathematics
publication date: 1996-12-01T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 952794
zbMATH Keywords: Bartlett's formula
zbMATH Keywords: ARMA
zbMATH Keywords: time series
zbMATH Keywords: asymptotic covariance matrix
zbMATH Keywords: sample autocovariances
zbMATH Keywords: autocorrelations
zbMATH Keywords: stationary process
zbMATH Keywords: spectral density
zbMATH Keywords: fast computational algorithms
author: Georgi N. Boshnakov
MaRDI profile type: Publication
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cites work: A simple form of Bartlett's formula for autoregressive processes
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description: scientific article; zbMATH DE number 952794