{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,17]],"date-time":"2026-04-17T00:20:58Z","timestamp":1776385258528,"version":"3.51.2"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[1998,10,1]],"date-time":"1998-10-01T00:00:00Z","timestamp":907200000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,10]]},"abstract":"<jats:p>In this article we present a new method for computing \nthe theoretical autocovariance function of an autoregressive \nmoving average model. The importance of our theorem is \nthat it yields two interesting results: First, a closed-form \nsolution is derived in terms of the roots of the autoregressive \npolynomial and the parameters of the moving average part. \nSecond, a sufficient condition for the lack of model redundancy \nis obtained.<\/jats:p>","DOI":"10.1017\/s0266466698145048","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"622-640","source":"Crossref","is-referenced-by-count":13,"title":["A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA \nMODEL: AN EXACT FORM SOLUTION"],"prefix":"10.1017","volume":"14","author":[{"given":"M.","family":"Karanasos","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1998,10,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698145048","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,10]],"date-time":"2019-05-10T16:02:57Z","timestamp":1557504177000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698145048\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1998,10]]}},"alternative-id":["S0266466698145048"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698145048","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,10]]}}}