On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:09, 31 January 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)
0 references
1989
0 references
nonstationarity
0 references
autocorrelations
0 references
integrated processes
0 references
asymptotic moments of the autocovariances
0 references
seasonal time series
0 references
stationary
0 references
centered and for uncentered data
0 references
