A single series representation of multiple independent ARMA processes

DOI10.1111/j.1467-9892.2011.00766.xzbMath1300.62069OpenAlexW1914693131MaRDI QIDQ2930892

Brenton R. Clarke, Ross S. Bowden

Publication date: 20 November 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://researchrepository.murdoch.edu.au/id/eprint/6806/

zbMATH Keywords

interleavingmultiple time seriessimultaneous estimationunivariate ARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (1)

MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES

Uses Software

• R
• SAS
• SAS/ETS

Cites Work

• Unnamed Item
• O a lemma associated with Box, Jenkins and Granger
• An approach to modeling seasonally stationary time series
• Estimation and hypothesis testing for collections of autoregressive time series
• A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
• Application of Quasi-Least Squares to Analyse Replicated Autoregressive Time Series Regression Models
• The Bias of Autoregressive Coefficient Estimators
• Analysis of Repeated Surveys Using Time Series Methods
• Statistics for Modern Business Decisions (2nd ed.).

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