Autocorrelation functions

DOI10.1111/J.1751-5823.2011.00148.XMaRDI QIDQ5299800zbMATH OpenOpenAlexFDO

Authors Richard Finlay, Thomas Fung, Eugene Seneta

Publication date 21 June 2013

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2011.00148.x

zbMATH Keywords

autocorrelation functioninfinitely divisible distributionnormal variance-mixingreal characteristic functionstationary process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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Cited in

(23)

• On the convexity of the autocorrelation function of an AR(p) process
• Simple tests for the validity of correlation function models on the circle
• Autocorrelation functions as translation invariants in L^ 1 and L^ 2
• \(\ell_1\)-symmetric vector random fields
• Analysis of autocorrelation function of stochastic processes by F-transform of higher degree
• Ocean wave autocorrelation function
• An inverse gamma activity time process with noninteger parameters and a self-similar limit
• Sum of the sample autocorrelation function
• On the estimation of the autocrrelation function
• Local constraints satisfied by realizable correlation functions
• scientific article; zbMATH DE number 3960828 (Why is no real title available?)
• scientific article; zbMATH DE number 520134 (Why is no real title available?)
• Autocorrelation and tolerance limits
• Isotropic random fields with infinitely divisible marginal distributions
• The cosine series and regular variation in the Karamata and Zygmund senses
• A scalar-valued infinitely divisible random field with Pólya autocorrelation
• scientific article; zbMATH DE number 6408802 (Why is no real title available?)
• scientific article; zbMATH DE number 5039637 (Why is no real title available?)
• Nth-Order autocorrelations in pattern recognition
• Vector Stochastic Processes with Pólya‐Type Correlation Structure
• Autocorrelation via Runs
• Jensen-autocorrelation function for weakly stationary processes and applications
• The autocorrelation function of a pseudointegrable system

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