INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
- 1 March 1983
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 4 (2) , 79-87
- https://doi.org/10.1111/j.1467-9892.1983.tb00360.x
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Autoregressive and window estimates of the inverse correlation functionBiometrika, 1980
- Autoregressive and Window Estimates of the Inverse Correlation FunctionBiometrika, 1980
- The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average processBiometrika, 1980
- The Asymptotic Distribution of the Sample Inverse Autocorrelations of an Autoregressive-Moving Average ProcessBiometrika, 1980
- Inverse AutocorrelationsJournal of the Royal Statistical Society. Series A (General), 1979
- The Interpretation of R 2 in Autoregressive-Moving Average Time Series ModelsThe American Statistician, 1976
- Approximations for Stationary Covariance Matrices and Their Inverses with Application to ARMA ModelsThe Annals of Statistics, 1976
- An Approximate Inverse for the Covariance Matrix of Moving Average and Autoregressive ProcessesThe Annals of Statistics, 1975
- The Inverse Autocorrelations of a Time Series and Their ApplicationsTechnometrics, 1972
- The Inverse Autocorrelations of a Time Series and Their ApplicationsTechnometrics, 1972