On the individual moving average inequality

DOI10.1007/BF02204368zbMath0385.62064OpenAlexW2038603383MaRDI QIDQ1249403

Oliver D. Anderson

Publication date: 1978

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175756

Mathematics Subject Classification ID

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

Cites Work

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• O a lemma associated with Box, Jenkins and Granger
• An inequality with a time series application
• ON A PAPER BY DAVIES, PATE AND FROST CONCERNING MAXIMUM AUTOCORRELATIONS FOR MOVING AVERAGE PROCESSES¹
• On two convex autocorrelation regions for moving average processes
• Maximum autocorrelations for moving average processes