The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process (Q3859151): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:02, 5 March 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
