The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process

DOI10.1093/biomet/67.1.223zbMath0424.62064OpenAlexW1986722563MaRDI QIDQ3859151

Jonathan R. M. Hosking

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.1.223

zbMATH Keywords

asymptotic distributiontime series modellingautoregressive moving average processinverse autocorrelation

Mathematics Subject Classification ID

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

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