Simple correlated arma processes

DOI10.1080/02331888408801802zbMath0564.62071OpenAlexW1993961811MaRDI QIDQ3678516

Tomáš Cipra

Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801802

zbMATH Keywords

model buildingautocorrelationsconditional maximum likelihoodcorrelation structurediagnostic checkingpartial autocorrelationscross correlationsSimultaneous estimationbivariate ARMA modelresidual correlationssimple correlated ARMA process

Mathematics Subject Classification ID

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

Related Items (1)

Multivariate contemporaneous ARMA model with hydrological applications

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