On the bias of sampled autocorrelations

DOI10.1080/02331887908801486MaRDI QIDQ3048113zbMATH OpenOpenAlexFDO

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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