scientific article; zbMATH DE number 4178491

MaRDI QIDQ3201446zbMATH OpenFDO

Authors Raúl P. Mentz

Publication date 1988

zbMATH Keywords

random walktime seriesstationarylinear trendsSample autocorrelograms

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Correlograms for Non-Stationary Autoregressions
• The sample autocorrelation function of I(1) processes
• The perils of inferring serial dependence from sample autocorrelations of moving average series
• Sample autocorrelations of nonstationary fractionally integrated series
• Kernel autocorrelogram for time-deformed processes

Cited in

(3)

• On SPC for Short Run Autocorrelated Data
• Correlograms for Non-Stationary Autoregressions
• The perils of inferring serial dependence from sample autocorrelations of moving average series

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201446)