Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p, d, q), d=0 OR 1
Jan G. de Gooijer
| Year of publication: |
1980
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| Authors: | Gooijer, Jan G. de |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 14.1980, 3, p. 365-379
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| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002465898