ESTIMATING THE VARIANCES OF AUTOCORRELATIONS CALCULATED FROM FINANCIAL TIME-SERIES

被引：0
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作者：
TAYLOR, SJ
机构：
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS | 1984年 / 33卷 / 03期
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中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
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页码：300 / 308
页数：9
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