On Realizations from Nonstationary Time Processes
Journal of the Operational Research SocietyPublished 1 March 1979
O. D. Anderson
Citations1
SJR quartileQ1
SJR score0.92
SNIP1.26
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TL;DR
Unthinking inferences from the sampled autocorrelation structure, for realisations of certain nonstationary processes, can lead to misguided identifications and, possibly, misleading fits.
Abstract
Unthinking inferences from the sampled autocorrelation structure, for realisations of certain nonstationary processes, can lead to misguided identifications and, possibly, misleading fits. Effective time-series modelling must include inspection of the raw data, and will often also depend on extraneous information available to the analyst.
Keywords
Computer ScienceDecision SciencesMathematics
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