Variance of the Sample Space-Time Correlation Function of Contemporaneously Correlated Variables

DOI10.1137/0140010zbMath0476.62073OpenAlexW2041789090MaRDI QIDQ3932172

Phillip E. Pfeifer, Stuart Jay Deutsch

Publication date: 1981

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0140010

zbMATH Keywords

autocorrelationsARMA models

Mathematics Subject Classification ID

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

Related Items (1)

Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling

This page was built for publication: Variance of the Sample Space-Time Correlation Function of Contemporaneously Correlated Variables