The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process (Q3911856)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process |
scientific article |
Statements
1980
0 references
integrated autoregressive moving average time series
0 references
nonnormal asymptotic distribution
0 references
nonstationarity
0 references
sample autocorrelation function
0 references
The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process (English)
0 references
