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Theory and Method

The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process

Pages 349-352 | Received 01 Dec 1977, Published online: 12 Mar 2012

References

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  • Wichern , D. W. 1973 . “The Behavior of the Sample Autocorrelation Function for an Integrated Moving Average Process,” . Biometrika , 60 : 235 – 239 .

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