A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (Q3327558)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
scientific article

    Statements

    A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (English)
    0 references
    1984
    0 references
    0 references
    autoregressive-moving average model
    0 references
    Box and Jenkins transfer function model
    0 references
    autocovariance function
    0 references
    functions of ARMA processes
    0 references
    transformed variables
    0 references
    sums
    0 references
    products
    0 references
    time-aggregation
    0 references
    0 references