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Details for article 7 of 30 found articles
| Title: |
Derivation of the theoretical autocovariance and autocorrelation function of autoregessive moving average processes |
| Author: |
Mittnik, Stefan |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 17 (1988) nr. 11 pages 3825-3831 |
| Year: |
1988 |
| Contents: |
Closed form expressions for the theoretical autocovariance and autocorrelation function of mixed autoregressive moving average processes are presented. The results provide insight into the construction of autocovariances and autocorrelatians and are useful in theoretical analysis, model identification as well as in implementing maximum likelihood estimation algorithms. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 7 of 30 found articles
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