Inference About the First-Order Autoregressive Coefficient
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1081/STA-200056847
Reference32 articles.
1. Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
2. REPLICATED OBSERVATIONS OF LOW ORDER AUTOREGRESSIVE TIME SERIES
3. CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
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