Reference work entry

Autocorrelation, denoted \( { \rho_k } \)

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    Bourbonnais, R.: Econométrie, manuel et exercices corrigés, 2nd edn. Dunod, Paris (1998)Google Scholar
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    Box, G.E.P., Jenkins, G.M.: Time Series Analysis: Forecasting and Control (Series in Time Series Analysis). Holden Day, San Francisco (1970)zbMATHGoogle Scholar
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    Chatfield, C.: The Analysis of Time Series: An Introduction, 4th edn. Chapman & Hall (1989)Google Scholar

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