Stationary Moving Average Processes is a stochastic process in time series analysis where the current value is expressed as a finite linear combination of past white noise error terms, distinguished by its constant mean, variance, and autocovariance structure over time.
198
Publications
30.1K
Citations
296
Authors
188
Institutions
Publications per year
2017–2026
6
Parents
Publications
198
Trends and random walks in macroeconmic time series
Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations
Engineering, Economics, Mathematics +14
Introduction to Statistical Time Series
James T. McClave, Wayne A. Fuller · Technometrics · 1978 · 4.3K citations
ON STATIONARY PROCESSES IN THE PLANE
Peter Whittle · Biometrika · 1954 · 1.5K citations
1–5 of 198
Authors
296
- UG
6
h-index
- PL
6
h-index
- MR
5
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- PJ
4
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- DA
3
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1–5 of 296
Institutions
188
Colorado State University
Fort Collins, United States
6 h-index
8 publications
438 citations
University of Birmingham
Birmingham, United Kingdom
5 h-index
5 publications
227 citations
Naval Postgraduate School
Monterey, United States
5 h-index
6 publications
818 citations
North Carolina State University
Raleigh, United States
4 h-index
4 publications
679 citations
University of Colorado Denver
Denver, United States
4 h-index
4 publications
1.1K citations
University of Wisconsin–Madison
Madison, United States
4 h-index
4 publications
578 citations
London School of Economics and Political Science
London, United Kingdom
4 h-index
4 publications
799 citations
Technical University of Munich
Munich, Germany
3 h-index
4 publications
146 citations
1–8 of 188
Venues
- Biometrika
19 publications · 3.4K citations
15
h-index
- Journal of Time Series Analysis
17 publications · 1.7K citations
15
h-index
- Journal of Applied Probability
JAP · 9 publications · 385 citations
9
h-index
- Journal of the American Statistical Association
8 publications · 606 citations
8
h-index
- Econometric Theory
7 publications · 464 citations
7
h-index
1–5