Moments of the sampled space-time autocovariance and autocorrelation function

DOI10.1093/BIOMET/72.3.689MaRDI QIDQ3716149zbMATH OpenOpenAlexFDO

Authors Jan G. De Gooijer, Oliver D. Anderson

Publication date 1985

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/72.3.689

zbMATH Keywords

general space-time autoregressive moving average processesmomentsspace-time autocorrelationsspace-time autocovariances

Mathematics Subject Classification ID

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

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