About: Expectations and covariances of serial and cross-correlation coefficients in a complex stationary time series

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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/oup/periodical/biomet/1963/volume_50/issue_12/w
Subject	MISCELLANEA
Title	Expectations and covariances of serial and cross-correlation coefficients in a complex stationary time series
has manifestation of work	http://hub.abes.fr/oup/periodical/biomet/1963/volume_50/issue_12/101093biomet5012213/m/print http://hub.abes.fr/oup/periodical/biomet/1963/volume_50/issue_12/101093biomet5012213/m/web
related by	http://hub.abes.fr/oup/periodical/biomet/1963/volume_50/issue_12/101093biomet5012213/authorship/1
Author	MORRISON DONALD F.
Abstract	SUMMARY. Asymptotic expectations, variances and covariances have been obtained for estimates of the serial and cross-correlation parameters of a complex-valued stationary Gaussian time series. These general expressions have been evaluated for the case of a complex Markov process.
article type	other
publisher identifier	50.1-2.213
is part of this journal	Biometrika

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