PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS
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Publication:4025278
DOI10.1111/j.1467-9892.1992.tb00122.xzbMath0755.62063OpenAlexW2097106986MaRDI QIDQ4025278
Publication date: 18 February 1993
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00122.x
time seriesserial correlationsdifferencingARUMA modelsautoregressive integrated moving-average processpartial autocorrelation behaviour
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Cites Work