FORMULAE FOR THE COVARIANCE STRUCTURE OF THE SAMPLED AUTOCOVARIANCES FROM SERIES GENERATED BY GENERAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES OF ORDER (n,d,q) d = 0 or 1

O Anderson and Jan G. Gooijer

No 293053, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 13
Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293053

DOI: 10.22004/ag.econ.293053

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