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Communications in Statistics - Simulation and Computation Volume 27, 1998 - Issue 4
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Original Articles

Practical estimation from the sum of ar(1) processes

S. Ku School of Mathematics and Statistics, University of Sydney, N.S.W, 2006, Australia E-mail: www.dekker.com
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E. Seneta School of Mathematics and Statistics, University of Sydney, N.S.W, 2006, Australia E-mail: www.dekker.com
Pages 981-998 | Received 01 Dec 1997, Published online: 27 Jun 2007

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Eugene Seneta & Simon Ku. (2016) Unique decomposition of low-order time series. Communications in Statistics - Theory and Methods 45:11, pages 3357-3366.
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Articles from other publishers (5)

W.J. Hinderks & A. Wagner. (2020) Factor models in the German electricity market: Stylized facts, seasonality, and calibration. Energy Economics 85, pages 104351.
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John Chen. 2016. Multivariate Bonferroni-Type Inequalities. Multivariate Bonferroni-Type Inequalities 185 210 .
Giacomo Sbrana & Andrea Silvestrini. (2010) Comparing aggregate and disaggregate forecasts of first order moving average models. Statistical Papers 53:2, pages 255-263.
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Giacomo Sbrana. (2011) Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate. Journal of Forecasting 31:1, pages 85-98.
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Eugene Seneta. 2010. Selected Works of C.C. Heyde. Selected Works of C.C. Heyde 12 15 .

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