Approximating the distribution of sample autocorrelations of some ARIMA processes in O(n) operations

J.M. Sneek

Research output: Working paper / Preprint › Working paper › Professional

8 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication status	Published - 1991

Name	Serie Research Memoranda
No.	1991-22

Access to Document

@techreport{97386da2a42c4c36a0c36329b3f2f38f,

title = "Approximating the distribution of sample autocorrelations of some ARIMA processes in O(n) operations",

author = "J.M. Sneek",

year = "1991",

language = "English",

series = "Serie Research Memoranda",

publisher = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

number = "1991-22",

type = "WorkingPaper",

institution = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

}

TY - UNPB

T1 - Approximating the distribution of sample autocorrelations of some ARIMA processes in O(n) operations

AU - Sneek, J.M.

PY - 1991

Y1 - 1991

M3 - Working paper

T3 - Serie Research Memoranda

BT - Approximating the distribution of sample autocorrelations of some ARIMA processes in O(n) operations

PB - Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

CY - Amsterdam

ER -