Statistical analysis of first-order MARMA processes
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Publication:2518003
DOI10.1134/S0001434608030243zbMath1152.62059MaRDI QIDQ2518003
Publication date: 12 January 2009
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0001434608030243
estimation of parameters; sign test; random variable; Pearson correlation coefficient; Fréchet distribution; rank test; MARMA and ARMA processes; moving maximum
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
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Uses Software
Cites Work
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