Geodesic
The Serial Correlation Structure for a Random Process with Steps.
Metrika, Tome 35 (1988) no. 3-4, pp. 349-376.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : bending moments, deterministic trend, integrated models, time series, correlation structure, staircase model, white noise, random walk, ARIMA(p, d, q) processes 
@article{MET_1988__35_3-4_176201,
     author = {O.D. Anderson},
     title = {The {Serial} {Correlation} {Structure} for a {Random} {Process} with {Steps.}},
     journal = {Metrika},
     pages = {349--376},
     publisher = {mathdoc},
     volume = {35},
     number = {3-4},
     year = {1988},
     zbl = {0654.62075},
     url = {http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176201/}
}
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O.D. Anderson. The Serial Correlation Structure for a Random Process with Steps.. Metrika, Tome 35 (1988) no. 3-4, pp. 349-376. http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176201/