Add to ORKGPartial autocorrelation function (PACF) of a stationary two-dimensional separable process is defined. Properties of the sample partial autocorrelation function are derived, and the use of the sample PACF in identifying the orders of a spatial autoregressive process is discussed.Separable processes ARMA models Asymptotic distributions
AbstractThe choice of a matrix square root in order to define a correlation coefficient is crucial f...
AbstractThe second order properties of a process are usually characterized by the autocovariance fun...
The Autocorrelation Function (ACF) of a time series process reveals inherent characteristics of the ...
Abstract. We prove a representation of the partial autocorrelation function (PACF), or the Verblunsk...
We prove a representation of the partial autocorrelation function (PACF), or the Verblunsky coeffici...
<p>General pattern of the autocorrelation function (ACF) and the partial autocorrelation function (P...
AbstractWe develop a technique for derivation of the asymptotic joint distribution of the sample par...
In a time series context, the study of the partial autocorrelation function (PACF) is helpful for mo...
The second order properties of a process are usually characterized by the autocovariance function. I...
We explain the connection between autocorrelation functions of stationary continuous time processes ...
Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geogra...
Abstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ...
Abstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ...
Spatial modelling has its applications in many fields. In time series, there exists a class of model...
The purpose of this paper is to study the long-time behaviour of the partial autocorrelation functio...
AbstractThe choice of a matrix square root in order to define a correlation coefficient is crucial f...
AbstractThe second order properties of a process are usually characterized by the autocovariance fun...
The Autocorrelation Function (ACF) of a time series process reveals inherent characteristics of the ...
Abstract. We prove a representation of the partial autocorrelation function (PACF), or the Verblunsk...
We prove a representation of the partial autocorrelation function (PACF), or the Verblunsky coeffici...
<p>General pattern of the autocorrelation function (ACF) and the partial autocorrelation function (P...
AbstractWe develop a technique for derivation of the asymptotic joint distribution of the sample par...
In a time series context, the study of the partial autocorrelation function (PACF) is helpful for mo...
The second order properties of a process are usually characterized by the autocovariance function. I...
We explain the connection between autocorrelation functions of stationary continuous time processes ...
Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geogra...
Abstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ...
Abstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ...
Spatial modelling has its applications in many fields. In time series, there exists a class of model...
The purpose of this paper is to study the long-time behaviour of the partial autocorrelation functio...
AbstractThe choice of a matrix square root in order to define a correlation coefficient is crucial f...
AbstractThe second order properties of a process are usually characterized by the autocovariance fun...
The Autocorrelation Function (ACF) of a time series process reveals inherent characteristics of the ...