Anderson, Oliver D. Some sample autocovariance function results for a once integrated \(q^{th}\)-order moving average process. (English) Zbl 0407.62071 Statistica, Bologna 39, 287-299 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Document MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:Sample Autocovariance Function; Integrated Moving Average Process; Time Series; Discrimination; Autoregressive Process Citations:Zbl 0371.62125; Zbl 0261.62070 PDFBibTeX XMLCite \textit{O. D. Anderson}, Statistica 39, 287--299 (1979; Zbl 0407.62071)