An inequality with a time series application

DOI10.1016/0304-4076(74)90039-6MaRDI QIDQ1845600zbMATH OpenOpenAlexFDO

Authors Oliver D. Anderson

Publication date 1974

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

Full work available at URL https://doi.org/10.1016/0304-4076(74)90039-6

Mathematics Subject Classification ID

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

Cited in

(5)

• An inequality and a lemma revisited
• An appraisal of the Box-Jenkins approach to univariate time series analysis
• On the individual moving average inequality
• O a lemma associated with Box, Jenkins and Granger
• Some new time series results

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