Autocorrelation

53 books
Expected value and variance of Moran's bivariate spatial autocorrelation statistic for a permutation testR.L. Czaplewski
⏱ 17m

Expected value and variance of Moran's bivariate spatial autocorrelation statistic for a permutation test

R.L. Czaplewski

199317 pp.
Spatial autocorrelationA. D. Cliff
⏱ 2h 58m

Spatial autocorrelation

A. D. Cliff

1973178 pp.
On a simple transformation for second-order autocorrelated disturbances in regression analysisFred B. Lempers
⏱ 10m

On a simple transformation for second-order autocorrelated disturbances in regression analysis

Fred B. Lempers

197210 pp.
Habits and autocorrelation in the almost ideal demand system applied to foodLaura Blanciforti
⏱ 24m

Habits and autocorrelation in the almost ideal demand system applied to food

Laura Blanciforti

198424 pp.
Expected value and variance of Moran's bivariate spatial autocorrelation statistic for a permutation testRaymond L. Czaplewski
⏱ 13m

Expected value and variance of Moran's bivariate spatial autocorrelation statistic for a permutation test

Raymond L. Czaplewski

199313 pp.
An autocorrelation approach to the Brown-Twiss interferometerFrank C. Jones
⏱ 26m

An autocorrelation approach to the Brown-Twiss interferometer

Frank C. Jones

196826 pp.
Autocorrelation, investment horizon and efficient frontier compositionJohn E. Gilster
⏱ 31m

Autocorrelation, investment horizon and efficient frontier composition

John E. Gilster

197831 pp.
An overdetermined system for improved autocorrelation based spectral moment estimator performanceByron M. Keel
⏱ 2h 37m

An overdetermined system for improved autocorrelation based spectral moment estimator performance

Byron M. Keel

1996157 pp.
Autocorrelación en el componente estocásticoMiguel Eduardo Martinez

Autocorrelación en el componente estocástico

Miguel Eduardo Martinez

1971No page data
Alternative maximum likelihood procedures for regression with autocorrelated disturbancesCharles M. Beach
⏱ 12m

Alternative maximum likelihood procedures for regression with autocorrelated disturbances

Charles M. Beach

197612 pp.
Point and interval estimation in autocorrelated finite populationsOsmo Kolehmainen
⏱ 30m

Point and interval estimation in autocorrelated finite populations

Osmo Kolehmainen

197830 pp.
On the estimation of the inverse autocorrelation functionAntti Kanto
⏱ 1h 38m

On the estimation of the inverse autocorrelation function

Antti Kanto

198398 pp.
Autokorreláció vizsgálata gazdasági idősorokban matematikai-statisztikai módszerekkelKovács, Ilona.
⏱ 56m

Autokorreláció vizsgálata gazdasági idősorokban matematikai-statisztikai módszerekkel

Kovács, Ilona.

197956 pp.
Autocorrelation in empirical studies of wage determinationJ. C. R. Rowley
⏱ 22m

Autocorrelation in empirical studies of wage determination

J. C. R. Rowley

197222 pp.
Autocorrelation and dynamics in wage determination modelsL. R. Kenward
⏱ 17m

Autocorrelation and dynamics in wage determination models

L. R. Kenward

197417 pp.
Korreli͡at͡sionnai͡a teorii͡a stat͡sionarnykh sluchaĭnykh funkt͡siĭA. M. I͡Aglom
⏱ 4h 39m

Korreli͡at͡sionnai͡a teorii͡a stat͡sionarnykh sluchaĭnykh funkt͡siĭ

A. M. I͡Aglom

1981279 pp.
Speculative dynamicsDavid M. Cutler
⏱ 38m

Speculative dynamics

David M. Cutler

199038 pp.
Maximum likelihood vs. minimum sum-of-squares estimation of the autocorrelated error modelRolla Edward Park

Maximum likelihood vs. minimum sum-of-squares estimation of the autocorrelated error model

Rolla Edward Park

1979No page data
Consistent covariance matrix estimation in probit models with autocorrelated errorsArturo Estrella

Consistent covariance matrix estimation in probit models with autocorrelated errors

Arturo Estrella

1998No page data
The use of Box-Cox transformations in regression models with heteroskedastic autoregressive residualsMarc J. I. Gaudry
⏱ 14m

The use of Box-Cox transformations in regression models with heteroskedastic autoregressive residuals

Marc J. I. Gaudry

197814 pp.
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