Moving-average representation of autoregressive approximations
type: Item
instance of: scholarly article
title: Moving-average representation of autoregressive approximations
zbMATH Open document ID: 0847.60027
DOI: 10.1016/0304-4149(95)00061-5
published in: Stochastic Processes and their Applications
publication date: 1996-09-24T00:00:00Z
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G12
zbMATH DE Number: 859320
zbMATH Keywords: linear process
zbMATH Keywords: impulse response function
zbMATH Keywords: time series
zbMATH Keywords: autoregressive approximation
MaRDI profile type: Publication
full work available at URL: 0304-4149(95)00061-5
OpenAlex ID: W2066778934
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author: Peter Bühlmann
description: scientific article; zbMATH DE number 859320