A single series representation of multiple independent ARMA processes

DOI10.1111/J.1467-9892.2011.00766.XzbMATH Open1300.62069OpenAlexW1914693131MaRDI QIDQ2930892FDOQ2930892

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/

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zbMATH Keywords

multiple time seriessimultaneous estimationinterleavingunivariate ARMA

Mathematics Subject Classification ID

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

Cites Work

• The Bias of Autoregressive Coefficient Estimators
• O a lemma associated with Box, Jenkins and Granger
• Analysis of Repeated Surveys Using Time Series Methods
• An approach to modeling seasonally stationary time series
• Estimation and hypothesis testing for collections of autoregressive time series
• Statistics for Modern Business Decisions (2nd ed.).
• 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
• Title not available (Why is that?)

Cited In (1)

• MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES

Uses Software

• R
• SAS
• SAS/ETS

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