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A Gini Autocovariance Function for Time Series Modelling

  • Published:2015-04-08 Issue:6 Volume:36 Page:817-838
  • ISSN:0143-9782
  • Container-title:Journal of Time Series Analysis
  • language:en
  • Short-container-title:J. Time Ser. Anal.

Author:

Carcea Marcel1,Serfling Robert2

Affiliation:

1. Department of Mathematics Western New England University Springfield MA USA

2. Department of Mathematical Sciences University of Texas at Dallas Richardson TX USA

Funder

Society of Actuaries

National Science Foundation

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

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