A NOTE ON THE AUTOCOVARIANCE OF p-SERIES LINEAR PROCESS

Files

Access Instruction - 937.pdf (101.76 KB)

Date

2020-12-01

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Canadian University of Dubai

Abstract

In this note, we provide tight boundaries for the autocovariance function of a stochastic linear process with p-series coefficients. © 2020, Canadian University of Dubai. All rights reserved.

Description

Keywords

acf, arma, autocovariance, linear process, time series

Citation

Kamalov, F. (2020). A note on the autocovariance of p-series linear process. Gulf Journal of Mathematics, 9(2), 40-45. https://doi.org/10.56947/gjom.v9i2.504

URI

https://hdl.handle.net/20.500.12519/937
 https://doi.org/10.56947/gjom.v9i2.504

DOI

Collections

Department of Electrical Engineering