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


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