SOME THEOREMS ON TIME SERIES .1.
成果类型：
Article
署名作者：
MORAN, PAP
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1947
页码：
281291
关键词：
摘要：
It is shown that the covariance of 2 time series, each generated by weighted sums of sequences of independent random variables having the same distribution (for each series), is asymptotically normally distributed. The variance of the distribution is calculated in terms of the weights. It is pointed out that the wts. may not be detd. from the sample and used to determine the variance. It is instead necessary to decide first the orders and coeffs. of the stochastic difference equations which generate the series and, from these coeffs., calculate the wts. and the variance.