Document Zbl 0485.62103

Formulae for the expected values of the sampled variance and covariances from series generated by general autoregressive integrated moving average processes of order (p,d,q). (English) Zbl 0485.62103

Sankhyā, Ser. B 41, 177-195 (1979).

Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0485.62103

62M10

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

PDF BibTeX XML Cite

any	anywhere
an	internal document identifier
au	author, editor
ai	internal author identifier
ti	title
la	language
so	source
ab	review, abstract
py	publication year
rv	reviewer
cc	MSC code
ut	keyword
dt	document type (j: journal article; b: book; a: book article)