Regions of autocorrelation coefficients in AR(p) and EX(p) processes

DOI10.1007/BF02480221MaRDI QIDQ1144883zbMATH OpenFDO

Authors Toshinao Nakatsuka

Publication date 1978

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

spectral densitiesexponential typeregions of autocorrelation coefficientsautoregressive typespectral distribution functions of stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• scientific article; zbMATH DE number 3136785 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• An exponential model for the spectrum of a scalar time series
• Characterization of the partial autocorrelation function
• Regions of autocorrelation coefficients and of their estimators in a stationary time series

Cited in

(1)

• Simultaneous confidence bands for Yule-Walker estimators and order selection

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