A comparison of some estimators of time series autocorrelations

Computational Statistics and Data Analysis

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Bibliographic Details
Main Authors:	Chan, W.-s., Wei, W.W.S.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2014
Subjects:	Additive outlier ARMA model Innovational outlier Jackknife estimate Robust estimate Trimmed estimate
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/114180
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-114180
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spelling	sg-nus-scholar.10635-1141802015-01-13T05:48:37Z A comparison of some estimators of time series autocorrelations Chan, W.-s. Wei, W.W.S. ECONOMICS & STATISTICS Additive outlier ARMA model Innovational outlier Jackknife estimate Robust estimate Trimmed estimate Computational Statistics and Data Analysis 14 2 149-163 CSDAD 2014-12-02T02:49:14Z 2014-12-02T02:49:14Z 1992-08 Article Chan, W.-s.,Wei, W.W.S. (1992-08). A comparison of some estimators of time series autocorrelations. Computational Statistics and Data Analysis 14 (2) : 149-163. ScholarBank@NUS Repository. 01679473 http://scholarbank.nus.edu.sg/handle/10635/114180 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Additive outlier ARMA model Innovational outlier Jackknife estimate Robust estimate Trimmed estimate
spellingShingle	Additive outlier ARMA model Innovational outlier Jackknife estimate Robust estimate Trimmed estimate Chan, W.-s. Wei, W.W.S. A comparison of some estimators of time series autocorrelations
description	Computational Statistics and Data Analysis
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Chan, W.-s. Wei, W.W.S.
format	Article
author	Chan, W.-s. Wei, W.W.S.
author_sort	Chan, W.-s.
title	A comparison of some estimators of time series autocorrelations
title_short	A comparison of some estimators of time series autocorrelations
title_full	A comparison of some estimators of time series autocorrelations
title_fullStr	A comparison of some estimators of time series autocorrelations
title_full_unstemmed	A comparison of some estimators of time series autocorrelations
title_sort	comparison of some estimators of time series autocorrelations
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/114180
_version_	1681094788477091840

A comparison of some estimators of time series autocorrelations

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