scientific article; zbMATH DE number 3846713

MaRDI QIDQ3316428zbMATH OpenFDO

Authors Oliver D. Anderson, Jan G. De Gooijer

Publication date 1983

zbMATH Keywords

autoregressive integrated moving average processescovariance structureexact formulaemomentssampled autocovariances

Mathematics Subject Classification ID

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

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Cited in

(13)

• On confidence intervals and tests for autocorrelations
• On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model
• Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
• Discriminating between nonstationary and nearly nonstationary time series models: A simulation study
• The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
• More effective time-series analysis and forecasting
• Autocovariance functions of series and of their transforms
• Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
• Moments of the sampled space-time autocovariance and autocorrelation function
• scientific article; zbMATH DE number 3954110 (Why is no real title available?)
• Some exact results on the sample autocovariances of a seasonal ARIMA model
• scientific article; zbMATH DE number 566077 (Why is no real title available?)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

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