Some exact results on the sample autocovariances of a seasonal ARIMA model (Q3769820)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some exact results on the sample autocovariances of a seasonal ARIMA model |
scientific article |
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Some exact results on the sample autocovariances of a seasonal ARIMA model (English)
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1987
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seasonal time series
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autocorrelations
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nonstationarity
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linear transformation of a seasonal random walk
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autocovariances
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uncentered data
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exact, explicit formulae
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mean
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sample autocovariances
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moments
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symbolic manipulation program
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