Anderson, Oliver D. The autocovariance structure associated with general unit circle nonstationarity factors in the autoregressive operators of otherwise stationary ARMA time series models. (English) Zbl 0425.62070 Cah. Cent. Étud. Rech. Opér. 21, 221-237 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:auto-regressive unit-circle nonstationary process; autocorrelations; model identification; ARMA process PDFBibTeX XMLCite \textit{O. D. Anderson}, Cah. Cent. Étud. Rech. Opér. 21, 221--237 (1979; Zbl 0425.62070)