MARM processes. I: General theory

DOI10.1007/S11009-011-9209-ZMaRDI QIDQ1945606zbMATH OpenOpenAlexFDO

Authors Xiang Zhao, Benjamin Melamed

Publication date 8 April 2013

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-011-9209-z

zbMATH Keywords

autoregressive modular processesMARM forecasting methodologyMARM modeling methodology

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20)

Recommendations

• MARM processes. II: The empirically-based subclass
• Arm processes and modeling methodology
• The Multivariate Ginar(p) Process
• General multivariate Weibull processes
• Multivariate CARMA processes

Cites work

• scientific article; zbMATH DE number 3980305 (Why is no real title available?)
• scientific article; zbMATH DE number 3656855 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• Algorithmic modeling of TES processes
• Arm processes and modeling methodology
• Autoregressive to anything: Time-series input processes for simulation
• Inference in hidden Markov models.
• MARM processes. II: The empirically-based subclass
• TES: A Class of Methods for Generating Autocorrelated Uniform Variates
• The Impact of Autocorrelation on Queuing Systems
• The QTES/PH/1 queue
• The empirical TES methodology: Modeling empirical time series
• The run probabilities of tes processes
• The spectral structure of tes processes
• The transition and autocorrelation structure of tes processes
• The transition and autocorrelation structure of tes processes

Cited in

(1)

• MARM processes. II: The empirically-based subclass

Describes a project that uses

Uses Software

• MultiArmLab

This page was built for publication: MARM processes. I: General theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1945606)