Characterization of the partial autocorrelation function
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Publication:1215372
DOI10.1214/aos/1176342881zbMath0301.62046OpenAlexW2086576008MaRDI QIDQ1215372
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342881
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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