Identification of composite (∑+II) arma models by relatively simpler models
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Publication:3474144
DOI10.1080/03610928908829951zbMath0696.62352MaRDI QIDQ3474144
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Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908829951
Gaussian process; autocorrelation function; stationarity; ARMA models; transfer function-noise model; white-noise process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
- On the study of some functions of multivariate ARMA processes
- Optimal experimental design in econometrics. The time series problem
- A note on the time series which is the product of two stationary time series
- A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
- Bilinear systems: An appealing class of "nearly linear" systems in theory and applications
- Applied Regression and Analysis of Variance for Stationary Time Series
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