Pages that link to "Item:Q3690919"

The following pages link to ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (Q3690919):

Displaying 10 items.

• Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734) (← links)
• On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524) (← links)
• The partial autocorrelation function of an ARMA (1,1) process (Q1186465) (← links)
• Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
• Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
• Limited distribution of sample partial autocorrelations: A matrix approach (Q1965890) (← links)
• The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process (Q2576377) (← links)
• Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire (Q3470008) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT (Q3745107) (← links)
• Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820) (← links)