Bartlett's formulae—Closed forms and recurrent equations
| Year of publication: |
1996
|
|---|---|
| Authors: | Boshnakov, Georgi |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 1, p. 49-59
|
| Publisher: |
Springer |
| Subject: | Bartlett's formula | ARMA | sample autocovariances | sample autocorrelations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169259