Approximate moments to O(n−2 for the sampled partial autocorrelations from a white noise process-Reference-Cited by-同舟云学术

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Approximate moments to O(n−2 for the sampled partial autocorrelations from a white noise process

Published:1993-10 Issue:4 Volume:16 Page:405-421
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Anderson Oliver D.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference30 articles.

1. Sampled serial correlations from ARIMA processes;Anderson,1982

2. Moments of the sampled autocovariances and autocorrelations for a Gaussian white noise process;Anderson;Canadian Journal of Statistics,1990

3. Moments of the sampled autocovariances and autocorrelations for a Gaussian white noise process;Anderson;Canadian Journal of Statistics,1991

4. Moments of the sampled autocovariances and autocorrelations for a Gaussian white noise process;Anderson;Canadian Journal of Statistics,1992

5. On the partial autocorrelations for an explosive process;Anderson;Communications in Statistics—Theory and Methods,1990

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Partial Autocorrelation Diagnostics for Count Time Series;Entropy;2023-01-04

2. On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example;Applied Economics Letters;2005-02-20

3. HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES;Journal of Time Series Analysis;1996-07

4. Approximation and simulation of probability distributions with a variable kurtosis value;Computational Statistics & Data Analysis;1996-02

5. EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE;Journal of Time Series Analysis;1993-11

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