Biometrika 1975 62(3):706-707; doi:10.1093/biomet/62.3.706
© 1975 by Biometrika Trust
Bounding sums for the autocorrelations of moving average processes
O. D. ANDERSON
Civil Service College London
Limits for the sums of the complete set of autocorrelations and their absolute values are given for the moving average process.
Key Words: Autocorrelation Borderline noninvertibility Moving average process Time series

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