Geodesic
The Serial Correlation Structure for a Random Process with Steps.
Metrika, Tome 35 (1988) no. 3-4, pp. 349-376 Cet article a éte moissonné depuis la source European Digital Mathematics Library

Voir la notice de l'article

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},
     year = {1988},
     volume = {35},
     number = {3-4},
     zbl = {0654.62075},
     url = {http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176201/}
}
TY  - JOUR
AU  - O.D. Anderson
TI  - The Serial Correlation Structure for a Random Process with Steps.
JO  - Metrika
PY  - 1988
SP  - 349
EP  - 376
VL  - 35
IS  - 3-4
UR  - http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176201/
ID  - MET_1988__35_3-4_176201
ER  - 
%0 Journal Article
%A O.D. Anderson
%T The Serial Correlation Structure for a Random Process with Steps.
%J Metrika
%D 1988
%P 349-376
%V 35
%N 3-4
%U http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176201/
%F MET_1988__35_3-4_176201
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/