On processes with summable partial autocorrelations
نویسنده
چکیده
A weakly stationary process with summable partial autocorrelations is proved to have one-sided autoregressive and moving average representations. Sums of autocorrelations and alternating autocorrelations are expressed as products of simple rational functions of partial autocorrela-tions. A general bound for sums of squared autocorrelations in terms of partial autocorrelations is also obtained.
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تاریخ انتشار 2011