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Bartlett's formulae—Closed forms and recurrent equations

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  • Georgi Boshnakov

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  • Georgi Boshnakov, 1996. "Bartlett's formulae—Closed forms and recurrent equations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(1), pages 49-59, March.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:1:p:49-59
    DOI: 10.1007/BF00049288
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    References listed on IDEAS

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    1. Cavazos-Cadena, Rolando, 1994. "A simple form of Bartlett's formula for autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 221-231, February.
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    Cited by:

    1. Boshnakov, Georgi N., 2005. "On the asymptotic properties of multivariate sample autocovariances," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 42-52, January.
    2. Boshnakov, Georgi N., 1996. "The asymptotic covariance matrix of the multivariate serial correlations," Stochastic Processes and their Applications, Elsevier, vol. 65(2), pages 251-258, December.
    3. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.

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