Regions of autocorrelation coefficients and of their estimators in a stationary time series

DOI10.1007/BF02532801zbMath0429.62063MaRDI QIDQ1137846

Toshinao Nakatsuka

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stationary time seriesregion of estimatorsregions of autocorrelation coefficients

Mathematics Subject Classification ID

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

Related Items (1)

Regions of autocorrelation coefficients in AR(p) and EX(p) processes

Cites Work

• On two convex autocorrelation regions for moving average processes
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