MARM processes. I: General theory

DOI10.1007/s11009-011-9209-zzbMath1261.62080OpenAlexW2029426778MaRDI QIDQ1945606

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

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

Related Items

MARM processes. II: The empirically-based subclass

Uses Software

• MultiArmLab

Cites Work

• The empirical TES methodology: Modeling empirical time series
• MARM processes. II: The empirically-based subclass
• Inference in hidden Markov models.
• Autoregressive to anything: Time-series input processes for simulation
• The transition and autocorrelation structure of tes processes
• TES: A Class of Methods for Generating Autocorrelated Uniform Variates
• The spectral structure of tes processes
• The run probabilities of tes processes
• The QTES/PH/1 queue
• Arm processes and modeling methodology
• Algorithmic modeling of TES processes
• The Impact of Autocorrelation on Queuing Systems
• The transition and autocorrelation structure of tes processes
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