On the parametrization of autoregressive models by partial autocorrelations
- 1 December 1973
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 3 (4) , 408-419
- https://doi.org/10.1016/0047-259x(73)90030-4
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Stationarity conditions for stochastic processes of the autoregressive and moving-average typeBiometrika, 1956
- Approximate Tests of Correlation in Time-SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1949
- A Large-Sample Test for the Goodness of Fit of Autoregressive SchemesJournal of the Royal Statistical Society, 1947