Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820)
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: Some exact results on the sample autocovariances of a seasonal ARIMA model |
scientific article; zbMATH DE number 4028686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some exact results on the sample autocovariances of a seasonal ARIMA model |
scientific article; zbMATH DE number 4028686 |
Statements
Some exact results on the sample autocovariances of a seasonal ARIMA model (English)
0 references
1987
0 references
seasonal time series
0 references
autocorrelations
0 references
nonstationarity
0 references
linear transformation of a seasonal random walk
0 references
autocovariances
0 references
uncentered data
0 references
exact, explicit formulae
0 references
mean
0 references
sample autocovariances
0 references
moments
0 references
symbolic manipulation program
0 references
0 references
0 references
0 references
0 references
0.8602519035339355
0 references
0.7781879901885986
0 references
0.7627143859863281
0 references
