Asymptotic properties of autoregressive integrated moving average processes
- 31 October 1975
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 3 (4) , 315-344
- https://doi.org/10.1016/0304-4149(75)90030-7
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Continuity of Gaussian Processes and Random Fourier SeriesThe Annals of Probability, 1973
- On the number of positive sums of independent random variablesBulletin of the American Mathematical Society, 1947
- On the Statistical Treatment of Linear Stochastic Difference EquationsEconometrica, 1943