AR and MA representation of partial autocorrelation functions, with applications
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-007-0074-1.pdf
Reference47 articles.
1. Baillie R.T. (1996). Long memory processes and fractional integration in econometrics. J. Econometrics 73: 5–59
2. Barndorff-Nielsen O. and Schou G. (1973). On the parametrization of autoregressive models by partial autocorrelations. J. Multivariate Anal. 3: 408–419
3. Baxter G. (1961). A convergence equivalence related to polynomials orthogonal on the unit circle. Trans. Amer. Math. Soc. 99: 471–487
4. Baxter G. (1962). An asymptotic result for the finite predictor. Math Scand. 10: 137–144
5. Beran J. (1994). Statistics for Long-memory Processes. Chapman and Hall, New York
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