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AN INVESTIGATION OF THE MOMENTS OF THE SAMPLE AUTOCOVARIANCES AND AUTOCORRELATIONS FOR GENERAL ARMA PROCESSESDE GOOIJER JG.1981; J. STAT. COMPUT. SIMUL.; ISSN 0094-9655; USA; DA. 1981; VOL. 12; NO 3-4; PP. 175-192; BIBL. 16 REF.Article
THE CHARACTERIZATION OF ORIENTATION IN ANISOTROPIC MEDIA BY MEANS OF ELASTIC LIGHT SCATTERING. I: THE INHOMOGENEITY OF ANISOTROPIC MEDIA AND ITS DESCRIPTIONROSS G; JARVIS DA.1980; OPT. ACTA; GBR; DA. 1980; VOL. 27; NO 3; PP. 359-370; BIBL. 20 REF.Article
SOME SAMPLE AUTOCOVARIANCE FUNCTION RESULTS FOR A ONCE INTEGRATED QTH-ORDER MOVING AVERAGE PROCESSANDERSON OD.1979; STATISTICA; ITA; DA. 1979; VOL. 39; NO 2; PP. 287-299; ABS. FRE/ITA; BIBL. 9 REF.Article
AUTOCORRELATION, AUTOREGRESSION AND AUTOREGRESSIVE APPROXIMATIONAN HONG ZHI; CHEN ZHAO GUO; HANNAN EJ et al.1982; ANN. STAT.; ISSN 0090-5364; USA; DA. 1982; VOL. 10; NO 3; PP. 926-936; BIBL. 16 REF.Article
DECOMPOSITION SPECTRALE D'UNE MATRICE D'AUTOCOVARIANCE ET PROLONGEMENTS PRESQUE-PERIODIQUES D'UNE SEQUENCE X0,..., XN-1 = SPECTRAL DECOMPOSITION OF AN AUTOCOVARIANCE MATRIX AND ALMOST PERIODIC EXTENSION OF A SEQUENCE X0,...,XN-1DEGERINE S.1982; ; FRA; GRENOBLE: I.M.A.G.; DA. 1982; IMAG/RR-327; 45 P.; 30 CM; ABS. ENG; BIBL. 5 REF.;[RAPP. RECH.-LAB. INFORM. MATH. APPL. GRENOBLE; VOL. RR-327]Report
THE AUTOCOVARIANCE STRUCTURES ASSOCIATED WITH GENERAL UNIT CIRCLE NONSTATIONARY FACTORS IN THE AUTOREGRESSIVE OPERATORS OF OTHERWISE STATIONARY ARMA TIME SERIES MODELSANDERSON OD.1979; CAH. CENTRE ET. RECH. OPERAT.; BEL; DA. 1979; VOL. 21; NO 3; PP. 221-237; BIBL. 14 REF.Article
LA FUNZIONE DI AUTOCOVARIANZA INVERSA NELLA DECOMPOSIZIONE DEI MODELLI ARIMA = LA FONCTION D'AUTOCOVARIANCE INVERSE DANS LA DECOMPOSITION DES MODELES ARIMAVITALE C.1982; STATISTICA; ISSN 0390-590X; ITA; DA. 1982; VOL. 42; NO 2; PP. 223-241; ABS. ENG/FRE; BIBL. 23 REF.Article
A COMPARATIVE STUDY OF SOME SAMPLE AUTOCOVARIANCE AND AUTOCORRELATION FUNCTIONSDE GOOIJER JG.1980; CAH. CENT. ETUD. RECH. OPER.; ISSN 0008-9737; BEL; DA. 1980; VOL. 22; NO 3-4; PP. 325-343; BIBL. 21 REF.Conference Paper
ON THE VARIANCE OF THE SAMPLE AUTOCOVARIANCE FUNCTION FOR A GAUSSIAN ONCE INTEGRATED FIRST ORDER MOVING AVERAGE PROCESSNAKANO J; TAGAMI S.1982; COMMUN. STAT., SIMUL. COMPUT.; ISSN 0361-0918; USA; DA. 1982; VOL. 11; NO 5; PP. 637-639; BIBL. 3 REF.Article
DISTRIBUTED LAG APPROXIMATION TO LINEAR TIME-INVARIANT SYSTEMSROBINSON PM.1979; ANN. STATIST.; USA; DA. 1979; VOL. 7; NO 3; PP. 507-515; BIBL. 11 REF.Article
Nonnegative definiteness of the sample autocovariance functionMCLEOD, A. I; JIMENEZ, C.The American statistician. 1984, Vol 38, Num 4, pp 297-298, issn 0003-1305Article
A note on a delayed autoregressive process in continuous timeTONG, H.Biometrika. 1983, Vol 70, Num 3, pp 710-712, issn 0006-3444Article
THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE-MOVING AVERAGE MODELS FROM SAMPLE AUTOCOVARIANCESPHAM DIND TUAN.1979; BIOMETRIKA; GBR; DA. 1979; VOL. 66; NO 3; PP. 555-560; BIBL. 6 REF.Article
INVESTIGATIONS OF ERRORS IN SAMPLE AUTOCOVARIANCE FUNCTIONS AND THEIR CORRESPONDING POWER SPECTRA.ARMSTRONG SA; GOUGH PT.1978; J. OPT. SOC. AMER.; U.S.A.; DA. 1978; VOL. 68; NO 5; PP. 568-572; BIBL. 14 REF.Article
Moments of the sampled space-time autocovariance and autocorrelation functionDE GOOIJER, J. G; ANDERSON, O. D.Biometrika. 1985, Vol 72, Num 3, pp 689-693, issn 0006-3444Article
EFFICIENT ESTIMATION OF MULTIVARIATE MOVING AVERAGE AUTOCOVARIANCESNEWTON HJ.1980; BIOMETRIKA; GBR; DA. 1980; VOL. 67; NO 1; PP. 227-231; BIBL. 9 REF.Article
SUR LES MOMENTS DES AUTOCOVARIANCES ECHANTILLONNALES D'UN PROCESSUS ARIMAROY R; LE FRANCOIS P.1981; ANN. SCI. MATH. QUE.; ISSN 0707-9109; CAN; DA. 1981; VOL. 5; NO 1; PP. 87-95; BIBL. 6 REF.Article
Moving average processes and maximum entropyPOLITIS, D. N.IEEE transactions on information theory. 1992, Vol 38, Num 3, pp 1174-1177, issn 0018-9448Article
DISTRIBUTION OF MULTIVARIATE WHITE NOISE AUTOCORRELATIONS.CHITTURI RV.1976; J. AMER. STATIST. ASS.; U.S.A.; DA. 1976; VOL. 71; NO 353; PP. 223-226; BIBL. 7 REF.Article
Decoding two-dimensional complex multicomponent separations by autocovariance functionMARCHETTI, Nicola; FELINGER, Attila; PASTI, Luisa et al.Analytical chemistry (Washington, DC). 2004, Vol 76, Num 11, pp 3055-3068, issn 0003-2700, 14 p.Article
Sampled autocovariance and autocorrelation results for linear time processesANDERSON, O. D; DE GOOIJER, J. G.Communications in statistics. Simulation and computation. 1988, Vol 17, Num 2, pp 489-513, issn 0361-0918Article
Calcul de l'estimation de maximum de vraisemblance d'une matrice d'autocovariance pour un échantillon = Maximum likelihood estimation of the covariance matrix for a sampleDEGERINE, S.Rapport de recherche - IMAG. 1985, Num 517, issn 0750-7380, 48 p.Report
Moyennes mobiles Hilbertiennes standard = Standard Hilbert moving averageBOSO, Denis.Annales de l'ISUP. 2004, Vol 48, Num 3, pp 17-28, issn 1626-1607, 12 p.Conference Paper
Temporal decorrelation of X-band backscatter from wind-influenced vegetationNARAYANAN, R. M; DOERR, D. W; RUNDQUIST, D. C et al.IEEE transactions on aerospace and electronic systems. 1992, Vol 28, Num 2, pp 404-412, issn 0018-9251Article