An introduction to generalized moving average models and applications
From MaRDI portal
Recommendations
- Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model
- Time series properties of the class of generalized first-order autoregressive processes with moving average errors
- Time series properties of the class of first order autoregressive processes with generalized moving average errors
- Improving the quality of forecasting using generalized AR models: an application to statistical quality control
- Generalized autoregressive moving average models with GARCH errors
Cited in
(10)- An example of a misclassification problem applied to Australian equity data
- Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model
- Forecasting performance of the (MA) model and the (GMA) model with applications to fnance
- Time series properties of the class of generalized first-order autoregressive processes with moving average errors
- Improving the quality of forecasting using generalized AR models: an application to statistical quality control
- Time series properties of the class of first order autoregressive processes with generalized moving average errors
- On the vector-valued generalized autoregressive models
- A note on the properties of generalised separable spatial autoregressive process
- RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model
- An introduction to volatility models with indices
This page was built for publication: An introduction to generalized moving average models and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3378837)
