Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ<sub>1</sub>, δ<sub>2</sub>)) Model (Q2884874)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ<sub>1</sub>, δ<sub>2</sub>)) Model
scientific article

    Statements

    Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ<sub>1</sub>, δ<sub>2</sub>)) Model (English)
    0 references
    0 references
    0 references
    18 May 2012
    0 references
    autocorrelation
    0 references
    autocovariance
    0 references
    GAR
    0 references
    generalized ARMA model
    0 references
    GMA
    0 references
    time series
    0 references

    Identifiers