Biometrika 1983 70(2):528-529; doi:10.1093/biomet/70.2.528
© 1983 by Biometrika Trust
A note on the expectation of products of autocorrelations
J. K. MERIKOSKI and
T. M. PUKKILA
Department of Mathematical Sciences, University of Tampere Tampere, Finland
Certain formulae for the expectation of products of autocorrelations due to Davies, Triggs & Newbold (1977) are revised.
Key Words: Autocorrelation Moments Stationary time series

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