PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS-Reference-Cited by-同舟云学术

PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS

Published:1992-11 Issue:6 Volume:13 Page:485-500
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Anderson O. D.

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1992.tb00122.x/fullpdf

Reference11 articles.

1. O. D. Anderson(1989 ) Two notes on partial autocorrelations. Technical Report 9, Department of Statistical and Actuarial Sciences, University of Western Ontario.

2. On the partial autocorrelations for an explosive process

3. O. D. Anderson(1991 ) Approximate moments for the sampled partial correlations from a white noise process. Technical Report, Department of Statistical and Actuarial Sciences, University of Western Ontario.

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