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Comments, Conjectures, and Conclusions

C156. On the independence condition for the classical variance estimator in an autoregressive moving-average process

Pages 233-236 | Published online: 20 Mar 2007

References

  • Fuller , W. A. 1976 . Introduction to Time Series Analysis , New York : Wiley .
  • Grant , E. L. and Leavenworth , R. S. 1980 . Statistical Quality Control , New York : McGraw-Hill . ch. 17.
  • Koopmans , L. H. 1974 . The Spectral Analysis of Time Series , New York : Academic Press .
  • Owen , D. B. 1967 . Variables sampling plans based on the normal distribution . Technometrics , 9 ( 3 ) : 417 – 423 . August
  • Office of the Assistant Secretary of Defense ampling Procedures and Tables for Inspection by Variables for Percent Defective 1957 37 S. MIL—STD–414,

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