The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process (Q3859151)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process
scientific article

    Statements

    The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process (English)
    0 references
    0 references
    1980
    0 references
    asymptotic distribution
    0 references
    autoregressive moving average process
    0 references
    inverse autocorrelation
    0 references
    time series modelling
    0 references

    Identifiers