Maximum autocorrelations for moving average processes

DOI10.1093/biomet/61.1.199zbMath0277.62068OpenAlexW2079403155MaRDI QIDQ4403613

Mike B. Pate, M. G. Frost, Neville Davies

Publication date: 1974

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/61.1.199

Mathematics Subject Classification ID

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

Related Items (4)

Convolution roots of radial positive definite functions with compact support ⋮ An inequality and a lemma revisited ⋮ On the individual moving average inequality ⋮ ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES

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