A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (Q3327558)
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scientific article; zbMATH DE number 3860229
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| English | A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES |
scientific article; zbMATH DE number 3860229 |
Statements
A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (English)
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1984
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autoregressive-moving average model
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Box and Jenkins transfer function model
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autocovariance function
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functions of ARMA processes
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transformed variables
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sums
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products
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time-aggregation
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0.7557011246681213
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0.7557011246681213
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