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Regions of autocorrelation coefficients and of their estimators in a stationary time series

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References

  1. Anderson, O. D. (1976). On two convex autocorrelation regions for moving average processes,Biometrika,63, 681–683.

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  2. Box, G. E. P. and Jenkins, G. M. (1970).Time Series Analysis Forecasting and Control, Holden-Day, San Francisco.

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  3. Karlin, S. J. and Studden, W. J. (1966).Tchebycheff Systems with Applications in Analysis and Statistics, Wiley, New York,

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Authors
  1. Toshinao Nakatsuka
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Nakatsuka, T. Regions of autocorrelation coefficients and of their estimators in a stationary time series. Ann Inst Stat Math 29, 407–414 (1977). https://doi.org/10.1007/BF02532801

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  • DOI: https://doi.org/10.1007/BF02532801

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