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Derivation of the Theoretical Autocovariance Function of Autoregressive‐Moving Average Time Series
Author(s) -
McLeod Ian
Publication year - 1977
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347029
Subject(s) - autocovariance , series (stratigraphy) , autoregressive model , mathematics , autoregressive–moving average model , star model , time series , function (biology) , econometrics , calculus (dental) , statistics , autoregressive integrated moving average , mathematical analysis , geology , paleontology , fourier transform , evolutionary biology , biology , medicine , dentistry