The serial correlation structure for a random process with steps

DOI10.1007/BF02613323MaRDI QIDQ1108724zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ARIMA(p,d,q) processesbending momentscorrelation structuredeterministic trendintegrated modelsrandom walkstaircase modeltime serieswhite noise

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• Intervention Analysis with Applications to Economic and Environmental Problems
• Pure jump shock models in reliability
• Sampled autocovariance and autocorrelation results for linear time processes
• The behaviour of the sample autocorrelation function for an integrated moving average process

Cited in

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• More effective time-series analysis and forecasting

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