scientific article; zbMATH DE number 3909577

zbMATH Open0569.62073MaRDI QIDQ3685891FDOQ3685891

Authors: E. J. Hannan 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

AICinnovationestimating an ARMA processfitting of an autoregression

Mathematics Subject Classification ID

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

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• Representations of continuous-time ARMA processes
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• ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
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• Estimation and setting starting values in ARMA algorithms
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• A direct determination of ARMA algorithms for the simulation of stationary random processes
• ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis
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• ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS
• Continuous-time ARMA processes
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• Residual autocorrelation distribution in the validation data set
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• ESTIMATION OF SPATIAL ARMA MODELS
• On Estimation and Asymptotic Properties of the Parameters of ARMA (p, q) Process in the Stable Case

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