Regions of autocorrelation coefficients in AR(p) and EX(p) processes
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Publication:1144883
DOI10.1007/BF02480221zbMath0444.62106MaRDI QIDQ1144883
Publication date: 1978
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
spectral densitiesexponential typeregions of autocorrelation coefficientsautoregressive typespectral distribution functions of stationary time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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