An inequality with a time series application

DOI10.1016/0304-4076(74)90039-6MaRDI QIDQ1845600zbMATH OpenOpenAlexFDO

Authors Oliver D. Anderson

Publication date 1974

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(74)90039-6

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(5)

• O a lemma associated with Box, Jenkins and Granger
• Some new time series results
• An inequality and a lemma revisited
• An appraisal of the Box-Jenkins approach to univariate time series analysis
• On the individual moving average inequality

This page was built for publication: An inequality with a time series application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1845600)