A note on the autocovariance of p-series linear process
Keywords: linear process, time series, arma, autocovariance, acf
In this note, we provide tight boundaries for the autocovariance function of a stochastic linear process with p-series coefficients.
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