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

1961 ◽  
Vol 13 (1) ◽  
pp. 127-143 ◽  
Author(s):  
Hieotugu Akaike
1984 ◽  
Vol 38 (4) ◽  
pp. 297-298
Author(s):  
A. Ian McLeod ◽  
Carlos Jimenéz

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

1997 ◽  
Vol 11 (4) ◽  
pp. 487-507 ◽  
Author(s):  
William P. McCormick ◽  
YouSung Park

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.


Author(s):  
Qiang Zhang ◽  
Wenliang Pan ◽  
Chengwei Li ◽  
Xueqin Wang

Author(s):  
Maria Chiara Pietrogrande ◽  
Nicola Marchetti ◽  
Francesco Dondi

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