A single series representation of multiple independent ARMA processes

DOI10.1111/J.1467-9892.2011.00766.XMaRDI QIDQ2930892zbMATH OpenOpenAlexFDO

Authors Ross S. Bowden, B. R. Clarke

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)

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Cites work

• A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
• An approach to modeling seasonally stationary time series
• Analysis of Repeated Surveys Using Time Series Methods
• Application of Quasi-Least Squares to Analyse Replicated Autoregressive Time Series Regression Models
• Estimation and hypothesis testing for collections of autoregressive time series
• scientific article; zbMATH DE number 5277874 (Why is no real title available?)
• O a lemma associated with Box, Jenkins and Granger
• Statistics for Modern Business Decisions (2nd ed.).
• The Bias of Autoregressive Coefficient Estimators

Cited in

(1)

• MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES

Describes a project that uses

Uses Software

• R
• SAS
• SAS/ETS

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