✦ LIBER ✦

Bias in the Sample Autocorrelations of Fractional Noise

✍ Scribed by Paul Newbold and Christos Agiakloglou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bias in the Estimation of Autocorrelatio

✍ F. H. C. Marriott and J. A. Pope 📂 Article 📅 1954 🏛 Oxford University Press 🌐 English ⚖ 882 KB

Sample autocorrelations of nonsationary

✍ U. Hassler 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 621 KB

ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTO

✍ Yoshihiro Yajima 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

Note on Bias in the Estimation of Autoco

✍ M. G. Kendall 📂 Article 📅 1954 🏛 Oxford University Press 🌐 English ⚖ 204 KB

Moments of the Sampled Autocovariances a

✍ Oliver D. Anderson 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 French ⚖ 577 KB

Errata: Moments of the Sampled Autocovar

📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 French ⚖ 29 KB