{"entities":{"Q1414600":{"pageid":1425340,"ns":120,"title":"Item:Q1414600","lastrevid":68649975,"modified":"2026-04-13T01:11:24Z","type":"item","id":"Q1414600","labels":{"en":{"language":"en","value":"Characterization of the partial autocorrelation function of nonstationary time series."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2012967"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$22D7E132-2E3B-412B-BA9A-81FA77759A9B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"526517fb7809a3ad0a0db5937e1d32ea328c4d41","datavalue":{"value":{"text":"Characterization of the partial autocorrelation function of nonstationary time series.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1414600$126A9ECB-9108-4049-A210-9776F1976DC4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1b50b5d3ee814797ce1e35ff17bab092dc827702","datavalue":{"value":"1033.60046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1414600$0F98780F-A0A7-44C3-A189-EFBCF7D9EC3F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"37da13f9ce986d3a6f478c52dcb134af65522eb5","datavalue":{"value":"10.1016/S0047-259X(03)00025-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1414600$4C2AE1BE-96FE-4A90-B633-7341CF1F5058","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cba287a969064af026daf51fa687f925e9d0f851","datavalue":{"value":{"entity-type":"item","numeric-id":916292,"id":"Q916292"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$82364F11-FD61-4C7C-A397-6AE3B91F82BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"630267e24f40a6b88f9a4c07b01701a2f12e04e0","datavalue":{"value":{"entity-type":"item","numeric-id":309527,"id":"Q309527"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$BCECAC27-B022-4677-AA9D-57B7E5567249","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9528a501ec22dbb1ec7f3267af8d86bef9ac2fcf","datavalue":{"value":{"entity-type":"item","numeric-id":57672,"id":"Q57672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$F82B3374-4ADB-4992-97BD-54AAE92DC1FC","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"72ac6298b0e38b6b36f76f058ea3dcd7452d4cb9","datavalue":{"value":{"time":"+2003-12-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1414600$51432934-EFE1-4768-BB7C-D5717AFA5B3F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"53bcf57501697803dac6bfcef4cf25c22a0f45c3","datavalue":{"value":"Let \\(\\{X(t), t\\in \\mathbb Z\\}\\) be a scalar complex valued nonstationary process with zero mean and finite second moments. The authors define the partial autocorrelation function (PACF) \\(\\beta(t,s)\\) of \\(X(t)\\). In their setting \\(\\beta(t,t)= \\text{Var}\\,X(t)\\) and \\(|\\beta(t,s)| \\leq 1\\) for \\(t\\neq s\\). The domain \\({\\mathcal D}_{\\beta}\\) of the PACF is given. The constraints describing \\({\\mathcal D}_{\\beta}\\) are very simple in comparison with the autocovariance function which must be nonnegative definite. In the nonstationary case \\(X(t)\\) is called AR\\((p)\\) process if it satisfies \\(\\sum_{k=0}^p a_t(k) X(t-k) = \\varepsilon(t)\\) where \\(a_t(0)=1\\) and \\(\\{\\varepsilon_t\\}\\) is the innovation process with zero mean and variance \\(\\sigma_{\\varepsilon}^2 (t) \\geq 0\\). It is proved that \\(X(t)\\) is AR\\((p)\\) process if and only if its PACF satisfies \\(\\beta(t, t-k)=0\\) for \\(k>p\\) and all \\(t\\) whereas \\(\\beta(t,t-p) \\neq 0\\) for some \\(t\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1414600$1EFA0915-9B89-4B25-A90E-47D0A6194007","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e63e8037c24a1f324cbac6b63f8cb271e01379bf","datavalue":{"value":"60G12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1414600$9C792327-4941-40B3-8196-0E3BECBF59BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1414600$C81977C7-CD2E-4057-8939-AD9FE029F74F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b2032ab628c3c82ddd459ab682f48f882ecb283c","datavalue":{"value":"2012967","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1414600$60DC507C-D27F-4FB2-9452-4F76631F0F03","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4ec3cbe75c6158406fce6fd73bf06b638deb2ebf","datavalue":{"value":"nonstationary processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1414600$8BB674D0-0D73-45EF-ACC1-11C9567AB274","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ef2cfc5887b46f7898a4b5f2d08ba2d8f6a79fdb","datavalue":{"value":"discrete time","type":"string"},"datatype":"string"},"type":"statement","id":"Q1414600$80395D2A-E03A-442C-912D-BFCEDDA781C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8112a5b32314975ab58ba522fd9ef69bee5050aa","datavalue":{"value":"second order properties","type":"string"},"datatype":"string"},"type":"statement","id":"Q1414600$A8A84A46-4617-4D45-AD31-967B0D84D429","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fdc688a19e2b30ce94096770da5e72e4bc2c3b62","datavalue":{"value":"partial autocorrelation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1414600$D162BF02-E010-44E1-A22B-A1565F400A84","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"bc1d069f2c38316914fa1c15dd5ac58a2e9b6a82","datavalue":{"value":{"entity-type":"item","numeric-id":452896,"id":"Q452896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$29D44981-7DB9-438E-9DD8-89A874A0DCF4","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$B6D89E33-B656-4872-93C0-7C00EEF81F88","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d198da9dc24ff91574e89f8fb16f468d1574e48","datavalue":{"value":{"entity-type":"item","numeric-id":2265777,"id":"Q2265777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$538AAF88-269D-4A1F-9621-B9D0B88AB7E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"517d15116247673de55eecec574f8265d42732f1","datavalue":{"value":{"entity-type":"item","numeric-id":5732973,"id":"Q5732973"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$2848290C-6AA8-4D19-A6BA-2919650618BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7845062fbf42e473524c394d7ba661a9a68c27d","datavalue":{"value":{"entity-type":"item","numeric-id":916293,"id":"Q916293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$BD0D39DB-F476-48AB-8A08-C40BFF893CB4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1361caf25f82412c7256132bc6a09271dae90cfb","datavalue":{"value":{"entity-type":"item","numeric-id":1333203,"id":"Q1333203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$46B63A98-5FBE-4C9F-9C31-08EEB76E0C09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4faf1aef769e2611fe0a847d6b3628990dabbd1c","datavalue":{"value":{"entity-type":"item","numeric-id":5467627,"id":"Q5467627"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$EA919947-C8B2-440B-AEDD-444F70055D8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e55307b74c1cd961bbf6c8d9d083d0b638451c6","datavalue":{"value":{"entity-type":"item","numeric-id":1142008,"id":"Q1142008"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$1860F71E-607F-4354-BFAC-67EFE8C47DB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4f124e0f3ca1485ffb5604ed7471f10fcdb52a6","datavalue":{"value":{"entity-type":"item","numeric-id":4178877,"id":"Q4178877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$3DA40C09-EC3D-43C5-AD84-FAB2968D4F03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c1095670d1465da4327cd40a484425d885240b4f","datavalue":{"value":{"entity-type":"item","numeric-id":4182376,"id":"Q4182376"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$0AAC7780-FFFE-406C-82B3-4BB4815B5B15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e1ee199bb452446495d2117c198ea758ae03e34","datavalue":{"value":{"entity-type":"item","numeric-id":4155703,"id":"Q4155703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$595A7B63-BB92-424F-B4E4-063491642F80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ae5eb0e3189b3c75789bd6dda95a66435bcc304","datavalue":{"value":{"entity-type":"item","numeric-id":2734342,"id":"Q2734342"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$D3D8BAB0-E9CF-4550-ABF0-15401560769B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0ad6875f42f150fb19062297c56792552b5d99e6","datavalue":{"value":{"entity-type":"item","numeric-id":598758,"id":"Q598758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$47CE4773-1140-4E7C-A70B-6E81FB9F7AC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22941297448cb04726f0eb5e77b2431aa05424bf","datavalue":{"value":{"entity-type":"item","numeric-id":1215372,"id":"Q1215372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1414600$13934D48-CF1C-461F-9C21-C34C7E7AF206","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e49eaea7049e43430bf3f722840eb429aaee04e2","datavalue":{"value":"https://doi.org/10.1016/s0047-259x(03)00025-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q1414600$FA0450EE-BEA7-4353-9574-BDE05D665AC4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6ae9b7e2774d8f676b49d7ef0c0b7b6f641223c9","datavalue":{"value":"W2053590676","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1414600$67324994-2668-413A-A3BF-731C1C9CDDE9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"150239702f859691393d5ea50509e1304c682d58","datavalue":{"value":{"entity-type":"item","numeric-id":4025278,"id":"Q4025278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e760ec7510c359c60780bf69823413380f83b4b6","datavalue":{"value":{"amount":"+0.9080529","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1414600$73894345-DA4E-41D7-9141-F941CA687A15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0921aa798809794ba00d8bf8a03fcd9406dd73fa","datavalue":{"value":{"entity-type":"item","numeric-id":1333203,"id":"Q1333203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cc0728fa7d7df398fddaa844bb7737e23067d127","datavalue":{"value":{"amount":"+0.8862049","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1414600$76D405BC-57DB-4525-9399-37A803378791","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdd05e3be1d3836b0d5c2361a0cb08af483ede19","datavalue":{"value":{"entity-type":"item","numeric-id":3696347,"id":"Q3696347"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8b0005e4f9b78d6c165c75b78148cecd0bf13d97","datavalue":{"value":{"amount":"+0.88481754","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1414600$91CC30FA-AE33-4D7D-B7A8-EB5685DE3407","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c953c3890d3a7e3272930549b06aa28fdbd793b6","datavalue":{"value":{"entity-type":"item","numeric-id":916293,"id":"Q916293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b5ae3bacbc458873d35221604f57fa449a71855b","datavalue":{"value":{"amount":"+0.88078505","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1414600$899DDD98-9E58-4BA7-A14D-35D77BAE15AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9018b945c227855d4bd7ae1dfe051d3227d48ee2","datavalue":{"value":{"entity-type":"item","numeric-id":3838320,"id":"Q3838320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a8343204bbafcfe23877a27c948ab8155219a16b","datavalue":{"value":{"amount":"+0.8718622","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1414600$53A2694A-09F6-46B3-AC3D-DB59C5FB7589","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Characterization of the partial autocorrelation function of nonstationary time series.","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Characterization_of_the_partial_autocorrelation_function_of_nonstationary_time_series."}}}}}