Biometrika · 1974 · 22 citations · 0 references
Natural SciencesMathematicsPhysicsProbability TheoryStochastic ProcessesTime Series AnalysisAutocorrelation AnalysisErgodic TheoryMarkov ProcessesStationary ProcessesAutocorrelation FunctionAutoregressive Moving Average ModelsAutoregressive ProcessesMoving Average ModelsMoving Average ProcessesStationary Moving Average ProcessesStationary Random Processes
This paper derives the theoretical maximum possible autocorrelations for a moving average process of order q.