Some properties of the generalized autoregressive moving average (GARMA (1, 1; _1, _2)) model

DOI10.1080/03610926.2010.529534zbMATH Open1237.62124OpenAlexW2094995145MaRDI QIDQ2884874FDOQ2884874

Authors: Thulasyammal Ramiah Pillai, Mahendran Shitan, Shelton Peiris 

Publication date: 18 May 2012

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.529534

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zbMATH Keywords

time seriesautocorrelationautocovarianceGMAgeneralized ARMA modelGAR

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Generalized autoregressive moving average models with GARCH errors
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• Forecasting highly persistent time series with bounded spectrum processes
• Time series properties of the class of generalized first-order autoregressive processes with moving average errors
• Generalized Autoregressive Moving Average Models
• On properties of the second order generalized autoregressive GAR(2) model with index
• An introduction to generalized moving average models and applications
• Improving the quality of forecasting using generalized AR models: an application to statistical quality control
• Generalized normal ARMA model applied to the areas of economy, hydrology, and public policy
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