On the individual moving average inequality

DOI10.1007/BF02204368MaRDI QIDQ1249403zbMATH OpenOpenAlexFDO

Authors Oliver D. Anderson

Publication date 1978

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175756

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• An inequality with a time series application
• Maximum autocorrelations for moving average processes
• O a lemma associated with Box, Jenkins and Granger
• ON A PAPER BY DAVIES, PATE AND FROST CONCERNING MAXIMUM AUTOCORRELATIONS FOR MOVING AVERAGE PROCESSES¹
• On two convex autocorrelation regions for moving average processes

This page was built for publication: On the individual moving average inequality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1249403)