On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process

1 June 1961

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

Vol. 48 (1-2) , 197-199
https://doi.org/10.1093/biomet/48.1-2.197

Abstract

A. M. WALKER; On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process, Biometrika, Volu

Keywords

DURBIN'S FORMULA
GENERALIZED VARIANCE
LIMITING GENERALIZED
AVERAGE PROCESS
CONSECUTIVE OBSERVATIONS
MOVING AVERAGE