Estimating variances and covariances of sample autocorrelations and autocovariances
Robinson, Peter
(1977)
Estimating variances and covariances of sample autocorrelations and autocovariances.
Australian Journal of Statistics, 19 (3).
pp. 236-240.
ISSN 0004-9581
| Item Type | Article |
|---|---|
| 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 |