MAXIMUM AUTOCORRELATIONS FOR MOVING AVERAGE PROCESSES

被引：0

作者：

DAVIES, N ^{[1
]}

PATE, MB ^{[1
]}

FROST, MG ^{[1
]}

机构：

[1] TRENT POLYTECH,DEPT MATH SCI,NOTTINGHAM,ENGLAND

来源：

BIOMETRIKA | 1974年 / 61卷 / 01期

关键词：

D O I：

暂无

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：199 / 200

页数：2

共 50 条

[1] PAPER BY DAVIES, PATE AND FROST CONCERNING MAXIMUM AUTOCORRELATIONS FOR MOVING AVERAGE PROCESSES
ANDERSON, OD
[J]. AUSTRALIAN JOURNAL OF STATISTICS, 1975, 17 (02): : 87 - 90
[2] BOUNDING SUMS FOR AUTOCORRELATIONS OF MOVING AVERAGE PROCESSES
ANDERSON, OD
[J]. BIOMETRIKA, 1975, 62 (03) : 706 - 707
[3] MOVING AVERAGE PROCESSES AND MAXIMUM-ENTROPY
POLITIS, DN
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1992, 38 (03) : 1174 - 1177
[4] MAXIMUM LIKELIHOOD ESTIMATION OF MOVING AVERAGE PROCESSES
OSBORN, DR
[J]. ANNALS OF ECONOMIC AND SOCIAL MEASUREMENT, 1976, 5 (01): : 75 - 87
[5] SAMPLE-MOMENTS OF THE AUTOCORRELATIONS OF MOVING AVERAGE PROCESSES AND A MODIFICATION TO BARTLETT ASYMPTOTIC VARIANCE FORMULA
DAVIES, N
NEWBOLD, P
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1980, 9 (14): : 1473 - 1481
[6] EXACT AND APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATORS FOR VECTOR MOVING AVERAGE PROCESSES
OSBORN, DR
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1977, 39 (01) : 114 - 118
[7] MOVING AVERAGE PROCESSES
ANDERSON, OD
[J]. STATISTICIAN, 1975, 24 (04): : 283 - 297
[8] On Moments of the Maximum of Partial Sums of Moving Average Processes under Dependence Assumptions
Xing-cai ZHOU 1
[J]. Acta Mathematicae Applicatae Sinica, 2011, 27 (04) : 691 - 696
[9] On moments of the maximum of partial sums of moving average processes under dependence assumptions
Xing-cai Zhou
Jin-guan Lin
[J]. Acta Mathematicae Applicatae Sinica, English Series, 2011, 27 : 691 - 696
[10] On moments of the maximum of partial sums of moving average processes under dependence assumptions
Zhou, Xing-cai
Lin, Jin-guan
[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 27 (04): : 691 - 696

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