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Trabajos de Estadistica y de Investigacion Operativa
Article . 1979 . Peer-reviewed
License: Springer TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 1979
Data sources: zbMATH Open
https://dx.doi.org/10.1007/bf0...
Article
Data sources: Microsoft Academic Graph
https://dx.doi.org/10.1007/bf0...
Article
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The orthogonal decomposition of moving average processes

descriptionPublicationkeyboard_double_arrow_right Article 01 Oct 1979 English Publisher:Springer Science and Business Media LLCJournal:Trabajos de estadistica y de investigacion operativa, volume 30, pages 55-61 (issn: 0041-0241, Copyright policy )
Authors: Anderson, Oliver D.;

doi: 10.1007/bf03025267

The orthogonal decomposition of moving average processes

Abstract

A decomposition of the general Moving Average process is described, and the conditions for it to be possible are given. The ideas are illustrated by considering the resolution of the second order process into component processes.

Related Organizations
Keywords

Time series, auto-correlation, regression, etc. in statistics (GARCH), Stationary stochastic processes, addition of independent processes, autocorrelation function, orthogonal decomposition of moving average processes

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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