A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (Q3327558): Difference between revisions

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Latest revision as of 13:06, 14 June 2024

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A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
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    A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (English)
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    1984
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    autoregressive-moving average model
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    Box and Jenkins transfer function model
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    autocovariance function
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    functions of ARMA processes
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    transformed variables
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    sums
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    products
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    time-aggregation
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