Maximum autocorrelations for moving average processes

DOI10.1093/BIOMET/61.1.199MaRDI QIDQ4403613zbMATH OpenOpenAlexFDO

Authors Neville Davies, Mike B. Pate, M. G. Frost

Publication date 1974

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/61.1.199

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• An inequality and a lemma revisited
• On the individual moving average inequality
• ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
• Convolution roots of radial positive definite functions with compact support

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