The orthogonal decomposition of moving average processes

DOI10.1007/BF03025267zbMath0437.62082OpenAlexW1977098743MaRDI QIDQ3878589

Oliver D. Anderson

Publication date: 1979

Published in: Trabajos de estadistica y de investigacion operativa (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03025267

zbMATH Keywords

autocorrelation functionaddition of independent processesorthogonal decomposition of moving average processes

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• O a lemma associated with Box, Jenkins and Granger

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