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An inequality with a time series application. (English) Zbl 0286.62065


MSC:

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

[1] Anderson, O. D., Time series analysis and forecasting, the Box-Jenkins approach (1974), Butterworth: Butterworth London, to be published
[2] Box, G. E.P.; Jenkins, G. M., Time series analysis forecasting and control (1970), Holden-Day: Holden-Day San Francisco · Zbl 0109.37303
[3] Granger, C. W.J., Time series modelling and interpretation, European Econometric Congress (1972), Budapest · Zbl 0541.62106
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.