ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (Q3690919): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1985.tb00409.x / rank | |||
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| Property / OpenAlex ID: W2081043184 / rank | |||
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| Property / cites work: Q4137964 / rank | |||
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| Property / cites work: Interpreting partial autocorrelation functions of seasonal time series models / rank | |||
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| Property / cites work: Estimation for autoregressive processes with unit roots / rank | |||
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| Property / cites work: The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process / rank | |||
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Latest revision as of 18:47, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS |
scientific article |
Statements
ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (English)
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1985
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sample autocorrelations
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partial autocorrelations
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multiplicative ARIMA process
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limiting distributions
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simulations
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