مرکز منطقه ای اطلاع رساني علوم و فناوري - The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process

Title of article :

The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process

Author/Authors :

Seongbaek Yi، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

113

To page :

118

Keywords :

Generalized partial autocorrelation function , Time seriesanalysis , Autoregressive moving average , Identification

Journal title :

Statistics and Probability Letters

Serial Year :

2005

Journal title :

Statistics and Probability Letters

Record number :

140589

Link To Document :