M28. Limiting Behaviour of Autocorrelation Function of Arma Process as Several Roots of Characteristic Equation Approach Unit Circle

B. G. Quinn*

*Corresponding author for this work

Research output: Contribution to journalArticle

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)195-198
Number of pages4
JournalCommunications in Statistics - Simulation and Computation
Volume9
Issue number2
DOIs
Publication statusPublished - 1 Jan 1980
Externally publishedYes

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