Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
13 articles.
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1. Efficient nonparametric estimation of generalised autocovariances;Journal of Nonparametric Statistics;2023-09-02
2. Portmanteau tests based on quadratic forms in the autocorrelations;Communications in Statistics - Theory and Methods;2017-11-13
3. The Generalised Autocovariance Function;SSRN Electronic Journal;2013
4. Outliers;Evolutionary Statistical Procedures;2010-11-08
5. Bias correction for outlier estimation in time series;Journal of Statistical Planning and Inference;2006-11