A characterization of the inverse autocorrelation function

DOI10.1080/03610928408828840zbMath0559.62075OpenAlexW2064570082MaRDI QIDQ5185870

Antti J. Kanto

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828840

zbMATH Keywords

characterizationpartial correlationweakly stationary stochastic processinverse autocorrelation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Partial and inverse autocorrelations in portmanteau-type tests for time series ⋮ Using instrumental variables for selecting the order of arma models ⋮ Duals of random vectors and processes with applications to prediction problems with missing values

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