A characterization of the inverse autocorrelation function

DOI10.1080/03610928408828840zbMath0559.62075MaRDI QIDQ5185870

Antti J. Kanto

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828840

zbMATH Keywords

characterization; partial correlation; weakly stationary stochastic process; inverse autocorrelation function

Mathematics Subject Classification ID

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

62M15: Inference from stochastic processes and spectral analysis

Related Items

Partial and inverse autocorrelations in portmanteau-type tests for time series, Duals of random vectors and processes with applications to prediction problems with missing values, Using instrumental variables for selecting the order of arma models

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