Asymptotic distribution of the autoregressive estimates of the inverse correlation function

zbMath0574.62025MaRDI QIDQ1063349

R. J. Bhansali

Publication date: 1984

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

spectral densityautoregressionjoint asymptotic normalityabsolutely summable coefficientsestimating the inverse covariance and correlation functionsinfinite order autoregressive processone-sided, infinite moving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Estimating the inverse autocorrelation function from outlier contaminated data

This page was built for publication: Asymptotic distribution of the autoregressive estimates of the inverse correlation function