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Generalisation of statistical differentials with applications to estimation of autocorrelation in general linear processes

Published online by Cambridge University Press:  01 July 2016

J. Y. Kassab
J. Y. Kassab*
Affiliation:
(University College of North Wales)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 315 - 316
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Cramér, H. (1946) Mathematical Methods of Statistics. Princeton University Press, Princeton.Google Scholar
2. Kassab, J. Y. (1966) A Comparative Study of the Various Estimators of the Autocorrelation Function of a Linear Stochastic Process. , University College of Swansea, Wales.Google Scholar
3. Lomnicki, Z. A. and Zaremba, S. K. (1957) On the estimation of autocorrelation in time series. Ann. Math. Statist., 28, 140–158.Google Scholar