O a lemma associated with Box, Jenkins and Granger

DOI10.1016/0304-4076(75)90043-3zbMath0303.62067OpenAlexW2049033890WikidataQ124978021 ScholiaQ124978021MaRDI QIDQ1216144

Oliver D. Anderson

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90043-3

Mathematics Subject Classification ID

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

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Cites Work

• An inequality with a time series application
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