Some approximations to the exact distribution of sample autocorrelations for autoregressive moving average models
| Year of publication: |
1982
|
|---|---|
| Authors: | Sneek, J.M. |
| Institutions: | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit |
| Subject: | Autocorrelatie | Tijdreeksen |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Serie Research Memoranda / Vrije Universiteit Amsterdam. Faculteit der Economische Wetenschappen en Econometrie Number 0002 |
| Source: |
Persistent link: https://www.econbiz.de/10010782406