On processes with hyperbolically decaying autocorrelations

DOI10.1111/j.1467-9892.2010.00716.xzbMath1294.62196OpenAlexW1922818265MaRDI QIDQ5495702

Łukasz Dębowski

Publication date: 6 August 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00716.x

zbMATH Keywords

autocorrelationpartial autocorrelationARIMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Uses Software

• longmemo

Cites Work

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• Time series: theory and methods
• Characterization of the partial autocorrelation function
• On processes with summable partial autocorrelations
• AR and MA representation of partial autocorrelation functions, with applications
• A Class of Antipersistent Processes
• An Asymptotic Result for the Finite Predictor.
• Fractional differencing
• A Convergence Equivalence Related to Polynomials Orthogonal on the Unit Circle

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