On the variance of the sample autocovariance function for a gaussian once integrated first order moving average process

 

作者: Junji Nakano,   Shigemi Tagami,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1982）
卷期: Volume 11, issue 5  

页码: 637-639

 

ISSN:0361-0918

 

年代: 1982

 

DOI:10.1080/03610918208812282

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

 

点击下载:  PDF (73KB)

返 回