ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS
- 1 May 1985
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 6 (3) , 187-201
- https://doi.org/10.1111/j.1467-9892.1985.tb00409.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Asymptotic Robustness of Prediction Intervals of Arima Models to Deviations From NormalityAustralian Journal of Statistics, 1981
- ON TIMSAC-78**This work was supported in part by a grant from the Asahi Shimbun Publishing Company.Published by Elsevier ,1981
- The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA ProcessJournal of the American Statistical Association, 1980
- Estimation for Autoregressive Processes with Unit RootsThe Annals of Statistics, 1979
- Interpreting partial autocorrelation functions of seasonal time series modelsBiometrika, 1978