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Espasa, D. (1977) The Spectral Maximum Likelihood Estimation of Econometric Models with Stationary Errors. 3, Applied Statistics and Economics Series. Vanderhoeck and Ruprecht, Gottingen.

has been cited by the following article:

• TITLE: General Theory of Antithetic Time Series

  AUTHORS: Pierre Ngnepieba, Dennis Ridley

  KEYWORDS: Antithetic Time Series Theory, Antithetic Random Variables, Bias Reduction, Gamma Distribution, Inverse Correlation, Serial Correlation

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.3 No.12, December 30, 2015

  ABSTRACT: A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random variable and its pth exponent is derived. We prove that the correlation approaches minus one as the exponent approaches zero from the left and the shape parameter approaches infinity.