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

DOI10.1111/j.1467-9892.1995.tb00252.xzbMath0837.62064OpenAlexW2090613831MaRDI QIDQ4864576

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 squarespseudospectrumARIMA modelsnon-stationary time serieslinear interpolatorinverse processinverse correlation function

Mathematics Subject Classification ID

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

Related Items (1)

Bias correction for outlier estimation in time series

Cites Work

• Unnamed Item
• Consistency properties of least squares estimates of autoregressive parameters in ARMA models
• Parameter estimation of autoregressive integrated processes by least squares
• A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
• Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Some recent advances in time series modeling
• The Inverse Autocorrelations of a Time Series and Their Applications

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