On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524)
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scientific article; zbMATH DE number 4109904
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| English | On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model |
scientific article; zbMATH DE number 4109904 |
Statements
On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (English)
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1989
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nonstationarity
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autocorrelations
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integrated processes
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asymptotic moments of the autocovariances
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seasonal time series
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stationary
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centered and for uncentered data
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0.8602519035339355
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0.8582084774971008
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0.8269432783126831
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