scientific article; zbMATH DE number 4178491

zbMATH Open0715.62171MaRDI QIDQ3201446FDOQ3201446

Authors: Raúl P. Mentz 

Publication date: 1988

Title of this publication is not available (Why is that?)

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• Sample autocorrelations of nonstationary fractionally integrated series
• Kernel autocorrelogram for time-deformed processes

zbMATH Keywords

random walktime seriesstationarylinear trendsSample autocorrelograms

Mathematics Subject Classification ID

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

Cited In (3)

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

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