On the bias of sampled autocorrelations

DOI10.1080/02331887908801486zbMATH Open0413.62073OpenAlexW2022261084MaRDI QIDQ3048113FDOQ3048113

Authors: Oliver D. Anderson 

Publication date: 1979

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887908801486

zbMATH Keywords

forecastingidentificationbiasestimationserial correlationsdiagnostic checksArima modelsBox- Jenkinscross-over phenomenasampled autocorrelations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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