Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
type: Item
instance of: scholarly article
title: Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
zbMATH Open document ID: 0457.62075
DOI: 10.1016/0304-4076(80)90033-0
published in: Journal of Econometrics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62Q05
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 3716643
zbMATH Keywords: exact moments
zbMATH Keywords: sample autocorrelations
zbMATH Keywords: general ARIMA processes
zbMATH Keywords: autoregressive moving average
zbMATH Keywords: time series models
author: Jan G. De Gooijer
MaRDI profile type: MaRDI publication profile
full work available at URL: 0304-4076(80)90033-0
OpenAlex ID: W2042569257
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description: scientific article; zbMATH DE number 3716643