ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (Q3690919)
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scientific article; zbMATH DE number 3915472
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| default for all languages | No label defined |
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| English | ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS |
scientific article; zbMATH DE number 3915472 |
Statements
ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (English)
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1985
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sample autocorrelations
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partial autocorrelations
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multiplicative ARIMA process
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limiting distributions
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simulations
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0.92916626
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0.90998507
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0.9022901
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0.8991111
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0.8986695
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