Statistical analysis of first-order MARMA processes (Q2518003)
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scientific article; zbMATH DE number 5488732
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| English | Statistical analysis of first-order MARMA processes |
scientific article; zbMATH DE number 5488732 |
Statements
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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0.8724522590637207
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0.8097212910652161
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0.7933624982833862
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0.7742254734039307
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0.760252833366394
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