✦ LIBER ✦

The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process

✍ Scribed by David P. Hasza

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Computing the asymptotic covariance matr

✍ Rolando Cavazos-Cadena 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 729 KB

The asymptotic distribution of the const

✍ Seongbaek Yi 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 155 KB

Amendments and Corrections: The Asymptot

✍ J. R. M. Hosking 📂 Article 📅 1982 🏛 Oxford University Press 🌐 English ⚖ 147 KB

ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTO

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

On the Asymptotic Distribution of the Au

✍ T. W. Anderson and A. M. Walker 📂 Article 📅 1964 🏛 Institute of Mathematical Statistics ⚖ 786 KB

On the asymptotic normality and independ

✍ V.K. Murthy; Gorti V.L. Narasimham 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 454 KB