The covariances between sampled autocovariances and between serial correlations for finit realisations from ARUMA time series models
O. D. Anderson and J. G. de Gooijer
| Year of publication: |
1981
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| Authors: | Anderson, O. D. ; Gooijer, J. G. de |
| Published in: |
Research memorandum / Department of Economics, University of Amsterdam. - Amsterdam, ISSN 0922-5617, ZDB-ID 863882-2. - 1981, p. 1-8
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| Subject: | Statistik Zeitreihe | Ökonometrik Schätzung | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001832040