PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS
- 1 November 1992
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 13 (6) , 485-500
- https://doi.org/10.1111/j.1467-9892.1992.tb00122.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Interpreting partial autocorrelation functions of seasonal time series modelsBiometrika, 1978
- The behaviour of the sample autocorrelation function for an integrated moving average processBiometrika, 1973