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Generalisation of statistical differentials with applications to estimation of autocorrelation in general linear processes
Published online by Cambridge University Press: 01 July 2016
Abstract
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- Type
- Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
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- Copyright
- Copyright © Applied Probability Trust 1980
References
1.
Cramér, H. (1946) Mathematical Methods of Statistics.
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Kassab, J. Y. (1966) A Comparative Study of the Various Estimators of the Autocorrelation Function of a Linear Stochastic Process. , University College of Swansea, Wales.Google Scholar
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Lomnicki, Z. A. and Zaremba, S. K. (1957) On the estimation of autocorrelation in time series. Ann. Math. Statist., 28, 140–158.Google Scholar