On trend and autocorrelation

DOI10.1080/03610927508827235zbMATH Open0296.62083OpenAlexW1983774096MaRDI QIDQ4049991FDOQ4049991

Authors: David A. Pierce 

Publication date: 1975

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927508827235

Mathematics Subject Classification ID

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

Cited In (2)

• An Examination of the Slutsky Effect in Interpreting Arima Models
• Estimation of a non-invertible moving average process: the case of overdifferencing

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