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

DOI10.1007/BF02480221zbMATH Open0444.62106MaRDI QIDQ1144883FDOQ1144883

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

• Characterization of the partial autocorrelation function
• Title not available (Why is that?)
• An exponential model for the spectrum of a scalar time series
• Title not available (Why is that?)
• 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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