On two convex autocorrelation regions for moving average processes

DOI10.1093/BIOMET/63.3.681zbMath0344.62074OpenAlexW2015060573MaRDI QIDQ4113286

Oliver D. Anderson

Publication date: 1976

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/63.3.681

Mathematics Subject Classification ID

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

Related Items (2)

Regions of autocorrelation coefficients and of their estimators in a stationary time series ⋮ On the individual moving average inequality

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