The behaviour of the sample autocorrelation function for an integrated moving average process

DOI10.1093/biomet/60.2.235zbMath0261.62070OpenAlexW2083149010MaRDI QIDQ5676951

Dean W. Wichern

Publication date: 1973

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/60.2.235

Mathematics Subject Classification ID

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

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