The perils of inferring serial dependence from sample autocorrelations of moving average series
Year of publication: |
2012
|
---|---|
Authors: | McElroy, Tucker |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 9, p. 1632-1636
|
Publisher: |
Elsevier |
Subject: | Box–Jenkins | Spurious correlation | Time series | White noise |
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