scientific article; zbMATH DE number 3921781
asymptotic propertiesautocorrelationsautocovariance matrixautoregressive approximationsCholeski decompositioncorrelationsforward and backward innovationsHilbert spaceinversemaximum entropyorthogonal polynomialspartial autocorrelations of lag kstationary discrete time processWold decomposition
Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)
- scientific article; zbMATH DE number 4034925
- Asymptotics for the partial autocorrelation function of a stationary process
- Characterization of the partial autocorrelation function of nonstationary time series.
- Limited distribution of sample partial autocorrelations: A matrix approach
- Asymptotic second-order properties of sample partial correlations
- Optimization with respect to covariance sequence parameters
- The partial autocorrelation function of an ARMA (1,1) process
- Sample partial autocorrelation function of a multivariate time series
- Partial autocorrelation function for spatial processes
- Characterization of the partial autocorrelation function of nonstationary time series.
- Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing.
- Asymptotics for the partial autocorrelation function of a stationary process
- Limited distribution of sample partial autocorrelations: A matrix approach
- On processes with summable partial autocorrelations
- AR and MA representation of partial autocorrelation functions, with applications
- Generalised partial autocorrelations and the mutual information between past and future
- An alternative derivation of the partial autocorrelation function for the first-order moving average model
- Reflection coefficients vs partial autocorrelations
- scientific article; zbMATH DE number 4034925 (Why is no real title available?)
- Asymptotic second-order properties of sample partial correlations
- PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS
- A characterization of the inverse autocorrelation function
- The local partial autocorrelation function and some applications
- Canonical partial autocorrelation function of a multivariate time series
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