On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process
1961; Oxford University Press; Volume: 48; Issue: 1-2 Linguagem: Inglês
10.1093/biomet/48.1-2.197
ISSN1464-3510
Autores Tópico(s)Advanced Statistical Methods and Models
ResumoOn Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process Get access A. M. WALKER A. M. WALKER Statistical Laboratory, University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 48, Issue 1-2, June 1961, Pages 197–199, https://doi.org/10.1093/biomet/48.1-2.197 Published: 01 June 1961
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