The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process (Q3859151): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1026626 |
||
Property / author | |||
Property / author: Jonathan R. M. Hosking / rank | |||
Revision as of 00:31, 22 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process |
scientific article |
Statements
The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process (English)
0 references
1980
0 references
asymptotic distribution
0 references
autoregressive moving average process
0 references
inverse autocorrelation
0 references
time series modelling
0 references