Godolphin, E. J. A procedure for estimating seasonal moving average models based on large- sample estimation of the correlogram. (English) Zbl 0392.62071 J. R. Stat. Soc., Ser. B 39, 238-247 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Reviews MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:Mean; Large-Sample Estimation; Covariance Matrix; Seasonal Moving Average Models; Correlogram; Walker; Autocorrelation Function Citations:Zbl 0107.138 PDF BibTeX XML Cite \textit{E. J. Godolphin}, J. R. Stat. Soc., Ser. B 39, 238--247 (1977; Zbl 0392.62071) OpenURL