A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (Q3327558): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00384.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1983252614 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Effect of Aggregation on Prediction in the Autoregressive Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4137964 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A note on the time series which is the product of two stationary time series / rank | |||
Normal rank | |||
Revision as of 12:06, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES |
scientific article |
Statements
A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (English)
0 references
1984
0 references
autoregressive-moving average model
0 references
Box and Jenkins transfer function model
0 references
autocovariance function
0 references
functions of ARMA processes
0 references
transformed variables
0 references
sums
0 references
products
0 references
time-aggregation
0 references
