Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors (Q5879993)
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scientific article; zbMATH DE number 7660194
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| English | Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors |
scientific article; zbMATH DE number 7660194 |
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Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors (English)
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7 March 2023
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structural relationship
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measurement error
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correlated errors
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autocovariance function
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