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On the individual moving average inequality

Published:1978-12 Issue:1 Volume:25 Page:241-245
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Anderson O. D.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF02204368.pdf

Reference7 articles.

1. Anderson, O.D.: An Inequality with a Time Series Application. Journal of Econometrics2, 1974, 189–193.

2. : On a Lemma associated with Box, Jenkins and Granger. Journal of Econometrics3, 1975a, 151–156.

3. : On a paper by Davies, Pate and Frost concerning Maximum Autocorrelations for Moving Average Processes. Australian Journal of Statistics17, 1975b, 87–90.

4. : On two Convex Autocorrelation Regions for Moving Average Processes. Biometrika63, 1976, 681–683.

5. Anderson, T.W.: Statistical Analysis of Time Series. New York 1971.

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Individual Moving‐Average Inequality;Wiley StatsRef: Statistics Reference Online;2014-09-29

2. Individual Moving-Average Inequality;Encyclopedia of Statistical Sciences;2006-08-15

3. Spectral Factorization of Nonstationary Moving Average Processes;The Annals of Statistics;1984-03-01

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