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Original Articles

On the variance of the sample autocovariance function for a gaussian once integrated first order moving average process

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Pages 637-639 | Received 01 Dec 1981, Published online: 27 Jun 2007

References

  • Anderson , O. D. and de Gooijer , J. G. 1979 . On discriminating between IMA(1,1) and ARMA(l,l) processes Some extensions to a paper by Wichern . The Statistician , 28 : 119 – 133 .
  • Roy , R. 1977 . On the asymptotic behaviour of the sample autocovariance function for an integrated moving average process . Biometrika , 64 : 419 – 421 .
  • Wichern , D. W. 1973 . The behaviour of the sample autocorrelation function for an integrated moving average process . Biometrika , 60 : 235 – 239 .

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