Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1
Year of publication: |
1980
|
---|---|
Authors: | Gooijer, Jan G. De |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 14.1980, 3, p. 365-379
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Semiparametric Regression with Kernel Error Model
Yuan, Ao, (2006)
-
MDL Mean Function Selection in Semiparametric Kernel Regression Models
Gooijer, Jan G. De, (2008)
-
Efficient Estimation of an Additive Quantile Regression
Cheng, Yebin, (2009)
- More ...