Pages that link to "Item:Q3769820"
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The following pages link to Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820):
Displaying 8 items.
- A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
- On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire (Q3470008) (← links)
- The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) (← links)
- Computer algebra in probability and statistics (Q4036290) (← links)
- On the nearly nonstationary seasonal time series (Q4203660) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
