A FORMULA FOR THE INVERSE AUTOCORRELATION FUNCTION OF AN AUTOREGRESSIVE PROCESS

DOI10.1111/j.1467-9892.1987.tb00443.xzbMath0617.62094OpenAlexW1999691538MaRDI QIDQ4727242

Antti J. Kanto

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00443.x

zbMATH Keywords

time domain methodinverse autocorrelation functionweakly stationary autoregressive process

Mathematics Subject Classification ID

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

Related Items (2)

Estimating the inverse autocorrelation function from outlier contaminated data ⋮ A periodogram-based metric for time series classification

Cites Work

• Unnamed Item
• The Inverse Autocorrelations of a Time Series and Their Applications

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