The ARMA alphabet soup: a tour of ARMA model variants
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Publication:1950327
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Cites work
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- Some efficient computational procedures for high order ARMA models
- Some properties of the parameterization of ARMA systems with unknown order
- Some results in periodic autoregression
- State space modeling of long-memory processes
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Cited in
(14)- Moving horizon estimation for ARMAX processes with additive output noise
- Bayesian multi-regime smooth transition regression with ordered categorical variables
- Estimation methods for stationary Gegenbauer processes
- Explosive strong periodic autoregression with multiplicity one
- Asymptotic Fisher information matrix of Markov switching VARMA models
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
- Robust modelling of periodic vector autoregressive time series
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES
- Seasonal generalized AR models
- Portmanteau tests for periodic ARMA models with dependent errors
- Estimation of ARMAX processes with noise corrupted output signal observations
- Generalized discrete autoregressive moving-average models
- Weighted discrete ARMA models for categorical time series
- Wavelet-based Hurst exponent estimation
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