Estimating variances and covariances of sample autocorrelations and autocovariances
Robinson, P.
(1977).
Estimating variances and covariances of sample autocorrelations and autocovariances.
Australian Journal of Statistics,
19(3), 236-240.
https://doi.org/10.1111/j.1467-842X.1977.tb01091.x
| Item Type | Article |
|---|---|
| Copyright holders | © 1977 Statistical Society of Australia, Statistical Society of Australia |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1111/j.1467-842X.1977.tb01091.x |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1316 |
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- http://www.lse.ac.uk/economics/people/faculty/peter-robinson.aspx (Author)
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