Autoregressive and window estimates of the inverse correlation function
DOI10.1093/BIOMET/67.3.551zbMATH Open0445.62102OpenAlexW1969357099MaRDI QIDQ3889972FDOQ3889972
Authors: R. J. Bhansali 
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.3.551
Akaike information criterionmoving average modelautoregressive spectral estimateinverse covariance functioninverse correlation functionwindow spectral estimate
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cited In (16)
- Probabilistic properties of parametric dual and inverse time series models generated by ARMA models
- Efficient nonparametric estimation of generalised autocovariances
- Partial and inverse autocorrelations in portmanteau-type tests for time series
- A periodogram-based metric for time series classification
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models
- Estimating the inverse autocorrelation function from outlier contaminated data
- An efficient method for the estimation of multivariate moving averge models
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes
- A characterization of the inverse autocorrelation function
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes
- The inverse partial correlation function of a time series and its applications
- Estimation of quantized linear errors-in-variables models
- Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function
- Checks of model adequacy for univariate time series models and their application to econometric relationships
- Autoregressive spatial spectral estimates
- A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION
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