Pages that link to "Item:Q5676951"
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The following pages link to The behaviour of the sample autocorrelation function for an integrated moving average process (Q5676951):
Displayed 14 items.
- The serial correlation structure for a random process with steps (Q1108724) (← links)
- Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390) (← links)
- On sorting out Poole's paper ''Stochastic difference equation predictors of population fluctuations'' about the Box-Jenkins analysis and forecasting of ecological time series (Q1245188) (← links)
- Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- More effective time-series analysis and forecasting (Q1917907) (← links)
- Comparison of Times Series with Unequal Length in the Frequency Domain (Q3625331) (← links)
- Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820) (← links)
- An investigation of the moments of the sample autocovariances and autocorrelations for general arma processes (Q3906958) (← links)
- PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4025278) (← links)
- RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)