Statistical analysis of first-order MARMA processes (Q2518003): Difference between revisions
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Revision as of 09:59, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of first-order MARMA processes |
scientific article |
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Statistical analysis of first-order MARMA processes (English)
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12 January 2009
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MARMA and ARMA processes
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moving maximum
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sign test
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rank test
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estimation of parameters
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random variable
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Fréchet distribution
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Pearson correlation coefficient
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