Browsing by Subject "generalized partial autocorrelations"
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Article
A comparison of some autocovariance-based methods of arma model selection: A simulation study
(1993)In this paper statistical methods are considered that use certain second moment properties in order to identify stationary autoregressive moving average models. In particular, the performance of the corner method, the ...
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Article
ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND‐ORDER FUNCTIONS FOR TIME SERIES
(1994)Abstract. Some structural properties of certain vector generalizations of second‐order functions of a stationary stochastic process based on determinantial functions of autocovariances are discussed. In particular, a ...