Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models (Q2797844)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models |
scientific article |
Statements
Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models (English)
0 references
1 April 2016
0 references
all-pass time series models
0 references
inverse and dual processes
0 references
inverse and ordinary autocorrelations
0 references
nonlinear time series
0 references
time reversibility
0 references
weak ARMA models
0 references
0 references
0 references
0 references