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Regions of autocorrelation coefficients in AR(p) and EX(p) processes

  • Toshinao Nakatsuka
Article
  • 15 Downloads

Keywords

Autocorrelation Probability Distribution Function Exponential Type Toeplitz Matrix Autocorrelation Coefficient 

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References

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    Bloomfield, P. (1973). An exponential model for the spectrum of a scalar time series,Biometrika,60, 217–226.MathSciNetCrossRefGoogle Scholar
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    Karlin, S. J. and Studden, W. J. (1966).Tchebycheff Systems: with Applications in Analysis and Statistics, Wiley, New York.zbMATHGoogle Scholar
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    Nakatsuka, T. (1977). Regions of autocorrelation coefficients and of their estimators in a stationary time series,Ann. Inst. Statist. Math.,29, 407–414.MathSciNetCrossRefGoogle Scholar
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    Ramsey, F. L. (1974). Characterization of the partial autocorrelation function,Ann. Statist.,2, 1296–1301.MathSciNetCrossRefGoogle Scholar
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    Whitney, H. (1957).Geometric Integration Theory, Princeton University Press, Princeton.CrossRefGoogle Scholar

Copyright information

© The Institute of Statistical Mathematics, Tokyo 1978

Authors and Affiliations

  • Toshinao Nakatsuka
    • 1
  1. 1.Tokyo Metropolitan UniversityTokyoJapan

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