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

DOI10.1007/BF02480221zbMath0444.62106MaRDI QIDQ1144883

Toshinao Nakatsuka

Publication date: 1978

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

zbMATH Keywords

spectral densitiesexponential typeregions of autocorrelation coefficientsautoregressive typespectral distribution functions of stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Simultaneous confidence bands for Yule-Walker estimators and order selection

Cites Work

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• Regions of autocorrelation coefficients and of their estimators in a stationary time series
• Characterization of the partial autocorrelation function
• An exponential model for the spectrum of a scalar time series

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