A NOTE ON THE AUTOCOVARIANCE OF p-SERIES LINEAR PROCESS

Date
2020-12-01
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
DOI