Bartlett's formulae?Closed forms and recurrent equations-Reference-Cited by-同舟云学术

Bartlett's formulae?Closed forms and recurrent equations

Published:1996-03 Issue:1 Volume:48 Page:49-59
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Boshnakov Georgi N.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF00049288.pdf

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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