Amanote Research

Amanote Research

    RegisterSign In

Biases of Correlograms and of AR Representations of Stationary Series

SSRN Electronic Journal
doi 10.2139/ssrn.1984823
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2011

Authors
Karim M. AbadirRolf Larsson
Publisher

Elsevier BV


Related search

Stationary and Non-Stationary Time Series

English

Fundamental Equivalence of Discrete-Time AR Representations

IFAC Proceedings Volumes
2001English

Series Representations of Fourier Integrals

Quarterly of Applied Mathematics
Applied Mathematics
1968English

On the Prediction of Stationary Functional Time Series

Journal of the American Statistical Association
UncertaintyStatisticsProbability
2015English

Non-Random, Stationary Time Series of Phenotypic Statistic

Genetics, Selection, Evolution
EvolutionEcologyGeneticsSystematicsAnimal ScienceMedicineBehaviorZoology
1980English

Spurious Regressions With Stationary Series

Applied Economics
EconomicsEconometrics
2001English

On Prediction and Filtering Problem of Long-Run Stationary Time Series

Journal of Computer Science and Cybernetics
2016English

Chief Series and Right Regular Representations of Finite P-Groups

Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
1988English

The Finite Memory Prediction of Covariance Stationary Time Series

SIAM Journal on Scientific and Statistical Computing
1983English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy