A note on the autocovariance of p-series linear process

  • Firuz Kamalov Canadian University Dubai
Keywords: linear process, time series, arma, autocovariance, acf

Abstract

In this note, we provide tight boundaries for the autocovariance function of a stochastic linear process with p-series coefficients.

Published
2020-12-17
How to Cite
Kamalov, F. (2020). A note on the autocovariance of p-series linear process. Gulf Journal of Mathematics, 9(2), 40-45. Retrieved from https://gjom.org/index.php/gjom/article/view/504
Issue
Vol. 9 No. 2 (2020)
Section
Articles