On a simple estimate of correlations of stationary random sequences

Jan Hurt

Aplikace matematiky (1973)

  • Volume: 18, Issue: 3, page 176-187
  • ISSN: 0862-7940

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Hurt, Jan. "On a simple estimate of correlations of stationary random sequences." Aplikace matematiky 18.3 (1973): 176-187. <http://eudml.org/doc/14808>.

@article{Hurt1973,
author = {Hurt, Jan},
journal = {Aplikace matematiky},
language = {eng},
number = {3},
pages = {176-187},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On a simple estimate of correlations of stationary random sequences},
url = {http://eudml.org/doc/14808},
volume = {18},
year = {1973},
}

TY - JOUR
AU - Hurt, Jan
TI - On a simple estimate of correlations of stationary random sequences
JO - Aplikace matematiky
PY - 1973
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 18
IS - 3
SP - 176
EP - 187
LA - eng
UR - http://eudml.org/doc/14808
ER -

References

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  1. Hájek J., Anděl J., Stationary processes, (Lecture Notes). SPN, Praha, 1969. (1969) 
  2. Hurt J., Tests for the goodness of fit in stationary autoregressive sequences, (Unpublished thesis.) 
  3. Ibragimov I. A., Linnik Yu. V., Independent and stationary sequences of random variables, (Russian), Nauka, Moskva, 1965. (1965) 
  4. Kendall M. G., 10.1093/biomet/36.3-4.267, Biometrika 36 (1949), p. 267. (1949) MR0033506DOI10.1093/biomet/36.3-4.267
  5. Loève M., Probability theory, (3d ed.). D. Van Nostrand, New York, 1963. (1963) MR0203748
  6. Plackett R. L., 10.1093/biomet/41.3-4.351, Biometrika 41 (1954), p. 351. (1954) Zbl0056.35702MR0065047DOI10.1093/biomet/41.3-4.351
  7. Rozanov Yu. V., Stationary random processes, (Russian). GIFML, Moskva, 1963. (1963) 
  8. Wold H., Random normal deviates, Tracts for Computers, No. XXV, Cambridge, 1948. (1948) Zbl0036.20603

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