Iwueze, I.S. and Ohakwe, J. (2011) Covariance Analysis of the Squares of the Purely Diagonal Bilinear Time Series Models. Brazilian Journal of Probability and Statistics, 25, 90-98.
http://dx.doi.org/10.1214/09-BJPS111

has been cited by the following article:

• TITLE: Necessary Conditions for the Application of Moving Average Process of Order Three

  AUTHORS: O. E. Okereke, I. S. Iwueze, O. Johnson

  KEYWORDS: Moving Average Process of Order Three, Characteristic Equation, Invertibility Condition, Autocorrelation Coefficient, Second Derivative Test

  JOURNAL NAME: Applied Mathematics, Vol.6 No.1, January 19, 2015

  ABSTRACT: Invertibility is one of the desirable properties of moving average processes. This study derives consequences of the invertibility condition on the parameters of a moving average process of order three. The study also establishes the intervals for the first three autocorrelation coefficients of the moving average process of order three for the purpose of distinguishing between the process and any other process (linear or nonlinear) with similar autocorrelation structure. For an invertible moving average process of order three, the intervals obtained are , -0.5ρ2ρ1