The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process (Q2576377)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process |
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The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process (English)
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27 December 2005
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autoregressive moving average
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generalized partial autocorrelation function
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identification
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time series analysis
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