ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES

[1] ANDERSON RL, STATISTICAL THEORY R

[2] Bartlett M.S., 1954, PUBL I STAT U PARIS, V3, P119

[3] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P128

[4] DAVIS HT, TABLES HIGHER MATHEM, V2

[5] EICKER F, 1963, ANNLS MATHEMATICAL S, V34, P437

[6] RAO CR, LINEAR STATISTICAL I

[7] WIENER N, EXTRAPOLATION INTERP

[8] THE CUMULANTS OF THE Z-DISTRIBUTION AND OF THE LOGARITHMIC X2 AND TERT-DISTRIBUTIONS [J]. BIOMETRIKA, 1947, 34 (1-2) : 170 - 178

[1] ANDERSON RL, STATISTICAL THEORY R

[2] Bartlett M.S., 1954, PUBL I STAT U PARIS, V3, P119

[3] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P128

[4] DAVIS HT, TABLES HIGHER MATHEM, V2

[5] EICKER F, 1963, ANNLS MATHEMATICAL S, V34, P437

[6] RAO CR, LINEAR STATISTICAL I

[7] WIENER N, EXTRAPOLATION INTERP

[8] THE CUMULANTS OF THE Z-DISTRIBUTION AND OF THE LOGARITHMIC X2 AND TERT-DISTRIBUTIONS [J]. BIOMETRIKA, 1947, 34 (1-2) : 170 - 178