The serial correlation structure for a random process with steps

DOI10.1007/BF02613323zbMATH Open0654.62075OpenAlexW2078448017MaRDI QIDQ1108724FDOQ1108724

Authors: Oliver D. Anderson 

Publication date: 1988

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176201

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zbMATH Keywords

random walktime serieswhite noisecorrelation structuredeterministic trendintegrated modelsbending momentsstaircase modelARIMA(p,d,q) processes

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Pure jump shock models in reliability
• Intervention Analysis with Applications to Economic and Environmental Problems
• Sampled autocovariance and autocorrelation results for linear time processes
• Title not available (Why is that?)
• The behaviour of the sample autocorrelation function for an integrated moving average process

Cited In (1)

• More effective time-series analysis and forecasting

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