Asymptotics for the partial autocorrelation function of a stationary process

DOI10.1007/BF02788986zbMath0971.60039OpenAlexW1975379694MaRDI QIDQ1591320

Akihiko Inoue

Publication date: 19 March 2001

Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02788986

zbMATH Keywords

reflection positivityautocovariance functionpartial autocorrelation functionSeghier-Dym theorem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (19)

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Cites Work

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• Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise
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• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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