On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524): Difference between revisions

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+https://doi.org/10.1016/0167-7152(89)90042-4
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+Q3316428
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+Q3947020
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+The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+Q3963838
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+Some exact results on the sample autocovariances of a seasonal ARIMA model
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+Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire
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+Multiple Time Series Regression with Integrated Processes
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+Q3914267
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+Consistency properties of least squares estimates of autoregressive parameters in ARMA models
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+ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS
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