Pages that link to "Item:Q1324971"

The following pages link to The sample autocorrelation function of \(I(1)\) processes (Q1324971):

Displaying 9 items.

• The limiting distribution of the autocorrelation coefficient under a unit root (Q688405) (← links)
• The serial correlation structure for a random process with steps (Q1108724) (← links)
• The partial autocorrelation function of an ARMA (1,1) process (Q1186465) (← links)
• Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
• Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
• The sample ACF of a simple bilinear process (Q1613623) (← links)
• Sum of the sample autocorrelation function (Q3077691) (← links)
• Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT (Q3745107) (← links)