Bartlett's formulae?Closed forms and recurrent equations
Copyright policy )Bartlett's formulae?Closed forms and recurrent equations
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- Institute of Mathematics and Informatics Bulgaria
- University of Manchester United Kingdom
- University of Manchester United Kingdom
- Bulgarian Academy of Sciences Bulgaria
asymptotic covariance matrix, Asymptotic distribution theory in statistics, sample autocorrelations, autocorrelations, Bartlett’s formula, Time series, auto-correlation, regression, etc. in statistics (GARCH), spectral density, Inference from stochastic processes and spectral analysis, fast computational algorithms, superseded, time series, sample autocovariances, stationary process, ARMA, Computer Stochastics Laboratory, Bartlett's formula
asymptotic covariance matrix, Asymptotic distribution theory in statistics, sample autocorrelations, autocorrelations, Bartlett’s formula, Time series, auto-correlation, regression, etc. in statistics (GARCH), spectral density, Inference from stochastic processes and spectral analysis, fast computational algorithms, superseded, time series, sample autocovariances, stationary process, ARMA, Computer Stochastics Laboratory, Bartlett's formula
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