Wichern, Dean W. The behaviour of the sample autocorrelation function for an integrated moving average process. (English) Zbl 0261.62070 Biometrika 60, 235-239 (1973). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 14 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) PDFBibTeX XMLCite \textit{D. W. Wichern}, Biometrika 60, 235--239 (1973; Zbl 0261.62070) Full Text: DOI