The Serial Correlation Structure for a Random Process with Steps.

O.D. Anderson

Metrika (1988)

  • Volume: 35, Issue: 6, page 349-376
  • ISSN: 0026-1335; 1435-926X/e

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Anderson, O.D.. "The Serial Correlation Structure for a Random Process with Steps.." Metrika 35.6 (1988): 349-376. <http://eudml.org/doc/176201>.

@article{Anderson1988,
author = {Anderson, O.D.},
journal = {Metrika},
keywords = {bending moments; deterministic trend; integrated models; time series; correlation structure; staircase model; white noise; random walk; ARIMA(p,d,q) processes},
number = {6},
pages = {349-376},
title = {The Serial Correlation Structure for a Random Process with Steps.},
url = {http://eudml.org/doc/176201},
volume = {35},
year = {1988},
}

TY - JOUR
AU - Anderson, O.D.
TI - The Serial Correlation Structure for a Random Process with Steps.
JO - Metrika
PY - 1988
VL - 35
IS - 6
SP - 349
EP - 376
KW - bending moments; deterministic trend; integrated models; time series; correlation structure; staircase model; white noise; random walk; ARIMA(p,d,q) processes
UR - http://eudml.org/doc/176201
ER -

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