In the context of time series, the classical estimator of the autocovariance function can be written as a quadratic form of the observations. If data have an elliptically contoured distribution with constant mean, then the correlation between the sample autocovariance function at two different lags
โฆ LIBER โฆ
Some optima of parameter tests for elliptically contoured distribution class
โ Scribed by Hui Quan
- Book ID
- 112695087
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 1987
- Tongue
- English
- Weight
- 705 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0168-9673
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