Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation

1961 ◽  
Vol 13 (1) ◽  
pp. 127-143 ◽  
Author(s):  
Hieotugu Akaike
Keyword(s):  
Undamped Oscillation ◽  
Autocovariance Function ◽  
Sample Autocovariance

Nonnegative Definiteness of the Sample Autocovariance Function

1984 ◽  
Vol 38 (4) ◽  
pp. 297-298
Author(s):  
A. Ian McLeod ◽  
Carlos Jimenéz
Keyword(s):  
Autocovariance Function ◽  
Sample Autocovariance

Nonnegative Definiteness of the Sample Autocovariance Function

1984 ◽  
Vol 38 (4) ◽  
pp. 297 ◽  
Author(s):  
A. Ian McLeod ◽  
Carlos Jimenez
Keyword(s):  
Autocovariance Function ◽  
Sample Autocovariance

An Analysis of Poisson Moving-Average Processes

1997 ◽  
Vol 11 (4) ◽  
pp. 487-507 ◽  
Author(s):  
William P. McCormick ◽  
YouSung Park
Keyword(s):  
Limit Distribution ◽  
Moving Average ◽  
Asymptotic Limit ◽  
Time Reversibility ◽  
Bootstrap Approximation ◽  
Autocovariance Function ◽  
Moving Average Processes ◽  
Asymptotic Validity ◽  
Sample Autocovariance

Al-Osh and Alzaid (1988, Statistical Papers 29: 281–300) introduced a class of Poisson moving-average processes. In this paper, we analyze certain properties of such models. In particular, we show that the model has the property of time reversibility. Regression properties of the model are also given. Furthermore, we determine the asymptotic limit distribution for the sample autocovariance function and establish the asymptotic validity of a bootstrap approximation.

The conditional distance autocovariance function

2021 ◽  
Author(s):  
Qiang Zhang ◽  
Wenliang Pan ◽  
Chengwei Li ◽  
Xueqin Wang
Keyword(s):  
Autocovariance Function

scholarly journals Decoding 2-D Maps by Autocovariance Function

2016 ◽  
pp. 39-53
Author(s):  
Maria Chiara Pietrogrande ◽  
Nicola Marchetti ◽  
Francesco Dondi
Keyword(s):  
Autocovariance Function
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