The sample autocorrelation function of \(I(1)\) processes (Q1324971)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The sample autocorrelation function of I(1) processes |
scientific article; zbMATH DE number 579243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The sample autocorrelation function of \(I(1)\) processes |
scientific article; zbMATH DE number 579243 |
Statements
The sample autocorrelation function of \(I(1)\) processes (English)
0 references
7 July 1994
0 references
MA(1) processes
0 references
moving average processes
0 references
autoregressive processes
0 references
autocorrelations
0 references
sample autocorrelations
0 references
Dickey-Fuller distribution
0 references
AR(1) processes
0 references
I(1) processes
0 references
functional central limit theorem
0 references
time series
0 references
unit root tests
0 references
autocorrelation estimators of higher lags
0 references
0 references
0.8394618630409241
0 references
0.8273447751998901
0 references
0.8040775656700134
0 references
0.7722068428993225
0 references
