LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES

DOI10.1111/J.1467-9892.1995.TB00252.XMaRDI QIDQ4864576zbMATH OpenOpenAlexFDO

Authors Roberto Baragona, Francesco Battaglia

Publication date 20 February 1996

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1995.tb00252.x

zbMATH Keywords

asymptotic propertiesleast squaresnon-stationary time seriesARIMA modelspseudospectrumlinear interpolatorinverse processinverse correlation function

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Consistency properties of least squares estimates of autoregressive parameters in ARMA models
• Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
• Parameter estimation of autoregressive integrated processes by least squares
• Some recent advances in time series modeling
• The Inverse Autocorrelations of a Time Series and Their Applications

Cited in

(9)

• ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION
• Autocorrelation analysis of non-stationary time series of solar irradiance
• Linear interpolation of stationary processes from the signs of their derivatives
• Bias correction for outlier estimation in time series
• Estimation of the interpolation error variance and an index of linear determinism
• Outlier identifiability in time series
• scientific article; zbMATH DE number 3967741 (Why is no real title available?)
• Estimation for the function of a time deformation in the model of the stationary reduction
• New interpolating functions for non-decreasing time series data

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