On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524): Difference between revisions
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Revision as of 21:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model |
scientific article |
Statements
On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (English)
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1989
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nonstationarity
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autocorrelations
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integrated processes
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asymptotic moments of the autocovariances
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seasonal time series
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stationary
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centered and for uncentered data
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