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Autocorrelation Functions

Author

Listed:
  • Richard Finlay
  • Thomas Fung
  • Eugene Seneta

Abstract

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Suggested Citation

  • Richard Finlay & Thomas Fung & Eugene Seneta, 2011. "Autocorrelation Functions," International Statistical Review, International Statistical Institute, vol. 79(2), pages 255-271, August.
    • Handle: RePEc:bla:istatr:v:79:y:2011:i:2:p:255-271
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    Cited by:

    1. Finlay, Richard & Seneta, Eugene, 2017. "A scalar-valued infinitely divisible random field with Pólya autocorrelation," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 141-146.
    2. Chunsheng Ma, 2017. "Vector Stochastic Processes with Pólya-Type Correlation Structure," International Statistical Review, International Statistical Institute, vol. 85(2), pages 340-354, August.
    3. Wang, Fangfang & Ma, Chunsheng, 2019. "ℓ1-symmetric vector random fields," Stochastic Processes and their Applications, Elsevier, vol. 129(7), pages 2466-2484.
    4. Fahim Afzal & Pan Haiying & Farman Afzal & Asif Mahmood & Amir Ikram, 2021. "Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model," SAGE Open, , vol. 11(1), pages 21582440211, March.

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