Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (Q1151223)

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scientific article; zbMATH DE number 3716643
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English
Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
scientific article; zbMATH DE number 3716643

    Statements

    Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (English)
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    1980
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    exact moments
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    sample autocorrelations
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    general ARIMA processes
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    autoregressive moving average
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    time series models
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