On processes with hyperbolically decaying autocorrelations
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Publication:5495702
Recommendations
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Cites work
- scientific article; zbMATH DE number 2134205 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- A Class of Antipersistent Processes
- A Convergence Equivalence Related to Polynomials Orthogonal on the Unit Circle
- AR and MA representation of partial autocorrelation functions, with applications
- An Asymptotic Result for the Finite Predictor.
- Characterization of the partial autocorrelation function
- Fractional differencing
- On processes with summable partial autocorrelations
- Time series: theory and methods
Cited in
(5)- Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes
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- Decay of correlations on towers with non-Hölder Jacobian and non-exponential return time
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