On Realizations from Nonstationary Time Processes |
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| Authors: | O. D. Anderson |
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| Affiliation: | 1.Mathematics Department,Nottingham Univesity, |
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| 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. |
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