MARM processes. II: The empirically-based subclass

DOI10.1007/s11009-011-9210-6zbMath1296.62176OpenAlexW2033135479MaRDI QIDQ1945605

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/s11009-011-9210-6

zbMATH Keywords

EB-MARM fitting methodologyEB-MARM forecasting methodologyempirically-based MARM processesMARM processes

Mathematics Subject Classification ID

Related Items (1)

MARM processes. I: General theory

Uses Software

• MultiArmLab
• astsa

Cites Work

• Unnamed Item
• The empirical TES methodology: Modeling empirical time series
• MARM processes. I: General theory
• TES: A Class of Methods for Generating Autocorrelated Uniform Variates
• The spectral structure of tes processes
• Arm processes and modeling methodology
• Algorithmic modeling of TES processes
• The transition and autocorrelation structure of tes processes

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