ESTIMATING THE VARIANCES OF AUTOCORRELATIONS CALCULATED FROM FINANCIAL TIME-SERIES

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作者：

TAYLOR, SJ

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来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS | 1984年 / 33卷 / 03期

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O21 [概率论与数理统计]; C8 [统计学];

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020208 ; 070103 ; 0714 ;

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页码：300 / 308

页数：9

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