The serial correlation structure for a random process with steps
type: Item
instance of: scholarly article
title: The serial correlation structure for a random process with steps
zbMATH Open document ID: 0654.62075
DOI: 10.1007/BF02613323
author: Oliver D. Anderson
published in: Metrika
publication date: 1988-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/176201
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4068116
zbMATH Keywords: bending moments
zbMATH Keywords: deterministic trend
zbMATH Keywords: integrated models
zbMATH Keywords: time series
zbMATH Keywords: correlation structure
zbMATH Keywords: staircase model
zbMATH Keywords: white noise
zbMATH Keywords: random walk
zbMATH Keywords: ARIMA(p,d,q) processes
MaRDI profile type: Publication
cites work: Q3945447
cites work: Sampled autocovariance and autocorrelation results for linear time processes
cites work: Intervention Analysis with Applications to Economic and Environmental Problems
cites work: Pure jump shock models in reliability
cites work: Q5554026
cites work: The behaviour of the sample autocorrelation function for an integrated moving average process
OpenAlex ID: W2078448017
description: scientific article; zbMATH DE number 4068116