Polyvariograms and their Asymptotes

DOI10.1111/1467-9892.00152zbMath0934.62088OpenAlexW2142934365MaRDI QIDQ4939812

Zhao-Guo Chen, Oliver D. Anderson

Publication date: 1 March 2000

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00152

zbMATH Keywords

variogramalmost sure convergenceARIMAautocovarianceWold decompositionincrement vectorintegrated stationary time seriesidentification of degree of differencingsample polyvariogram

Mathematics Subject Classification ID

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

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Discriminating between nonstationary and nearly nonstationary time series models: A simulation study

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