ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3354942): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article |
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ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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1991
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autoregressive moving-average processes
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identification
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time series
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autocorrelation sequence
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ARMA process
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inverse matrix
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double-indexed sequence
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generalized partial autocorrelation function
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GPAC
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thick- tailed asymptotic distribution
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ARMA order estimation
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