The partial autocorrelation function of an ARMA (1,1) process (Q1186465)
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scientific article; zbMATH DE number 36632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The partial autocorrelation function of an ARMA (1,1) process |
scientific article; zbMATH DE number 36632 |
Statements
The partial autocorrelation function of an ARMA (1,1) process (English)
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28 June 1992
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Yule-Walker equations
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explicit expression
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partial autocorrelation function
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ARMA (1,1) process
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0.8881011
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0.88193154
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0.8797836
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0.87531465
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