Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model (Q2884874)
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scientific article; zbMATH DE number 6036665
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| English | Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model |
scientific article; zbMATH DE number 6036665 |
Statements
Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ<sub>1</sub>, δ<sub>2</sub>)) Model (English)
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18 May 2012
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autocorrelation
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autocovariance
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GAR
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generalized ARMA model
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GMA
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time series
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0.8991645574569702
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0.889282763004303
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0.8379710912704468
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0.818536639213562
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0.8107964396476746
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