Bartlett's formulae?Closed forms and recurrent equations

Author:

Boshnakov Georgi N.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference10 articles.

1. Anderson, T. W. (1971) The Statistical Analysis of Time Series, Wiley, New York.

2. Anderson, T. W. and Walker, A. M. (1964). On the asymptotic distribution of the autocorrelations of a sample from a linear stochastic process, Ann. Math. Statist., 35, 1296?1303.

3. Bartlett, M. S. (1955). An Introduction to Stochastic Processes with Special Reference to Methods and Applications, Cambridge University Press, Cambridge.

4. Boshnakov, G. (1989). On the asymptotic distribution of the sample autocovariance and autocorrelation functions, Comptes Rendus de l'Academie Bulgare des Sciences, 42, 21?23.

5. Brockwell, P. J. and Davis, R. A. (1991). Time Series: Theory and Methods, Springer Ser. Statist., 2nd ed., Springer, New York.

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