مرکز منطقه ای اطلاع رساني علوم و فناوري - The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution

Title of article :

The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution

Author/Authors :

Marc G. Genton، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1999

Pages :

From page :

131

To page :

137

Keywords :

Time series , Dependent data , Autocovariance , Kurtosis , Multivariate distribution

Journal title :

Statistics and Probability Letters

Serial Year :

1999

Journal title :

Statistics and Probability Letters

Record number :

139027

Link To Document :