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Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA ( P, Q ) Time Series
Author(s) -
Pate M. B.,
Davies N.
Publication year - 1988
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347511
Subject(s) - series (stratigraphy) , mathematics , correlation , computation , population , statistics , sample (material) , combinatorics , algorithm , physics , geometry , demography , thermodynamics , biology , paleontology , sociology