On the Distribution of the Sample Autocorrelation Coefficients
Year of publication: |
2009
|
---|---|
Authors: | Kan, Raymond ; Wang, Xiaolu |
Publisher: |
[S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 21, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1305312 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bias correction in a stable AD(1,1) model
Giersbergen, Noud P. A. van, (2001)
-
Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model
Bonato, Matteo, (2009)
-
Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model
Kato, Takafumi, (2013)
- More ...
-
Hillier, Grant, (2014)
-
Wang, Xiaolu, (2010)
-
Hillier, Grant, (2008)
- More ...