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  • Search: person:"Ku, Simon"
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Year of publication
Subject
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Limit theorem 1 Quenouille's test 1 sample autocorrelations 1 sample partial autocorrelations 1
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Undetermined 2
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Article 3
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Undetermined 3
Author
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Ku, Simon 2 Seneta, Eugene 2 Ku, Simon F. 1
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Annals of the Institute of Statistical Mathematics 1 Annals of the Institute of Statistical Mathematics : AISM 1 Stochastic Processes and their Applications 1
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RePEc 2 OLC EcoSci 1
Showing 1 - 3 of 3
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Limited distribution of sample partial autocorrelations: A matrix approach
Ku, Simon F. - In: Stochastic Processes and their Applications 72 (1997) 1, pp. 121-143
We develop a technique for derivation of the asymptotic joint distribution of the sample partial autocorrelations of a process, given the corresponding distribution of sample autocorrelations. No assumption of asymptotic normality is needed. The underlying process need not be stationary. The...
Persistent link: https://www.econbiz.de/10008873987
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Quenouille-type theorem on autocorrelations
Ku, Simon; Seneta, Eugene - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 621-630
Persistent link: https://www.econbiz.de/10005169193
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Cover Image
Quenouille-type theorem on autocorrelations
Ku, Simon; Seneta, Eugene - In: Annals of the Institute of Statistical Mathematics : AISM 48 (1996) 4, pp. 621-630
Persistent link: https://www.econbiz.de/10007374044
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