Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1
| Year of publication: |
1980
|
|---|---|
| Authors: | Gooijer, Jan G. De |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 14.1980, 3, p. 365-379
|
| Publisher: |
Elsevier |