ON A PAPER BY DAVIES, PATE AND FROST CONCERNING MAXIMUM AUTOCORRELATIONS FOR MOVING AVERAGE PROCESSES1

DOI10.1111/J.1467-842X.1975.TB00942.XzbMATH Open0326.62063MaRDI QIDQ4091318FDOQ4091318

Authors: Oliver D. Anderson 

Publication date: 1976

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cited In (2)

• An inequality and a lemma revisited
• On the individual moving average inequality

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