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autoregressive-moving average process 1983-01-01 Paper On the maximum likelihood estimation of the parameters of a Gaussian moving average process 1982-01-01...

the Markov lift of a mixed moving average process 2023-11-16 Paper Stochastic optimization of a mixed moving average process for controlling non-Markovian...

the Markov lift of a mixed moving average process 2023-11-16 Paper Stochastic optimization of a mixed moving average process for controlling non-Markovian...

Type Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control...

likelihood of a mixed autoregressive-moving average process 1979-01-01 Paper On the structure of moving average processes 1977-01-01 Paper...

estimation of Lévy moving average processes 2020-05-13 Paper A limit theorem for a class of stationary increments Lévy moving average process with multiple...

driven moving average process when sampled at a renewal sequence 2019-08-09 Paper Weak dependence and GMM estimation of supOU and mixed moving average processes...

matrix for a general moving average process 1976-01-01 Paper A note on the asymptotic generalised variance for a moving average process 1976-01-01 Paper https://portal...

Autoregressive (INAR (1)) Process: Distributional and Regression Properties 1988-01-01 Paper Integer-valued moving average (INMA) process 1988-01-01 Paper https://portal...

in the moving average time series model 1979-01-01 Paper Gains in efficiency from joint estimation of systems of autoregressive- moving average processes...

Paper Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control...

Paper Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control...

representation of a moving average process 1985-01-01 Paper A structured state space approach to computing the likelihood of an ARIMA process and its derivatives...

rates for uniform empirical process 2013-07-16 Paper Convergence rates in the complete moment of moving-average processes 2012-10-16 Paper Precise asymptotics...

estimation in moving average models 1999-11-10 Paper On least-squares estimation of the residual variance in the first-order moving average model. 1999-04-28...

increments Lévy driven moving averages 2019-09-19 Paper A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities...

Brownian semistationary processes 2017-10-23 Paper On the conditional small ball property of multivariate Lévy-driven moving average processes 2017-02-14 Paper...

autocorrelations of a Lévy driven continuous time moving average process 2014-01-20 Paper Integration of CARMA processes and spot volatility modelling 2013-10-09...

DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES 2002-03-06 Paper On the estimation of the marginal density of a moving average process 2001-08-17 Paper Rate...

ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER ?-MIXING ASSUMPTION 2012-03-16 Paper Precise asymptotics in the law of iterated logarithm for moving average process...