scientific article; zbMATH DE number 3456383

MaRDI QIDQ4042558zbMATH OpenFDO

Authors James T. McClave

Publication date 1974

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(4)

• The inverse partial correlation function of a time series and its applications
• Parameter estimation of an autoregressive moving average model
• Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results
• Estimating the inverse autocorrelation function from outlier contaminated data

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