Bias in the Sample Autocorrelations of Fractional Noise

Bias in the Sample Autocorrelations of Fractional Noise

Paul Newbold and Christos Agiakloglou
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Volume:
80
Language:
english
Journal:
Biometrika
DOI:
10.2307/2337190
Date:
September, 1993
File:
PDF, 486 KB
english, 1993
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