Shapes of stationary autocovariances

DOI10.1239/jap/1165505218zbMath1132.60309OpenAlexW1999726424MaRDI QIDQ5441534

Ying Zhao, Peter C. Kiessler, Robert B. Lund

Publication date: 15 February 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1165505218

zbMATH Keywords

mean squared errorconvergence rateARMA processlog-convexityautocorrelationNWUpartial autocorrelation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Generalized stochastic processes (60G20)

Related Items (1)

Szegő's theorem and its probabilistic descendants

Cites Work

• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• Time series: theory and methods.
• Geometric renewal convergence rates from hazard rates
• RENEWAL CONVERGENCE RATES FOR DHR AND NWU LIFETIMES
• A monotonicity in reversible Markov chains
• Some monotonicity properties of the delayed renewal function
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