Notes on the calculation of autocorrelations of linear autoregressive schemes

1 December 1947

journal article
Published by Oxford University Press (OUP) in Biometrika

Vol. 34 (3-4) , 365-367
https://doi.org/10.1093/biomet/34.3-4.365

Abstract

M. H. QUENOUILLE; Notes on the calculation of autocorrelations of linear autoregressive schemes, Biometrika, Volume 34, Issue 3-4, 1 December 1947, Pages 365–3

Keywords

AUTOREGRESSIVE SCHEMES
LINEAR AUTOREGRESSIVE
NOTES
CALCULATION OF AUTOCORRELATIONS
AUTOCORRELATIONS OF LINEAR

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