scientific article; zbMATH DE number 566077

MaRDI QIDQ4291428zbMATH OpenFDO

Authors

Publication date 26 July 1994

zbMATH Keywords

approximation biasARUMA modelsautoregressive integrated moving average (ARIMA) modelBartlett's formulacentred and noncentred serial correlationsfinite-series versus asymptotic approximationslag-\(k\) sample serial correlationserial covariancesimplifying operatorssimulationtime seriestypical serial correlation curves

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3846713

Cited in

(7)

• The serial correlation structure for a random process with steps
• On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model
• High-frequency sampling of a continuous-time ARMA process
• scientific article; zbMATH DE number 3846713 (Why is no real title available?)
• Sampled autocovariance and autocorrelation results for linear time processes
• Simple correlated arma processes
• The perils of inferring serial dependence from sample autocorrelations of moving average series

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