O a lemma associated with Box, Jenkins and Granger

DOI10.1016/0304-4076(75)90043-3zbMATH Open0303.62067OpenAlexW2049033890WikidataQ124978021 ScholiaQ124978021MaRDI QIDQ1216144FDOQ1216144

Authors: Oliver D. Anderson 

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90043-3

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
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• An inequality with a time series application

Cited In (9)

• An inequality and a lemma revisited
• On the individual moving average inequality
• The Co-Integrated Vector Autoregression with Errors–in–Variables
• Linear transformations of vector ARMA processes
• A single series representation of multiple independent ARMA processes
• The orthogonal decomposition of moving average processes
• Supply chain forecasting: theory, practice, their gap and the future
• Forecasting aggregates of independent ARIMA processes
• On the structure of moving average processes

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