O a lemma associated with Box, Jenkins and Granger

DOI10.1016/0304-4076(75)90043-3MaRDI QIDQ1216144zbMATHOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3860263 (Why is no real title available?)
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3087325 (Why is no real title available?)
• An inequality with a time series application

Cited in

(9)

• Forecasting aggregates of independent ARIMA processes
• On the structure of moving average processes
• On the individual moving average inequality
• A single series representation of multiple independent ARMA processes
• The orthogonal decomposition of moving average processes
• The co-integrated vector autoregression with errors-in-variables
• Supply chain forecasting: theory, practice, their gap and the future
• Linear transformations of vector ARMA processes
• An inequality and a lemma revisited

This page was built for publication: O a lemma associated with Box, Jenkins and Granger

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1216144)