Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1
- 1 December 1980
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 14 (3) , 365-379
- https://doi.org/10.1016/0304-4076(80)90033-0
Abstract
No abstract availableKeywords
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