Bounding sums for the autocorrelations of moving average processes

DOI10.1093/biomet/62.3.706zbMath0322.62093OpenAlexW1974122019MaRDI QIDQ4085142

Oliver D. Anderson

Publication date: 1975

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/62.3.706

Mathematics Subject Classification ID

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

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