Moving average models—time series in m-dimensions

DOI10.1080/03610918008812169zbMATH Open0453.62079OpenAlexW1596763782MaRDI QIDQ3900872FDOQ3900872

Authors: C. A. Oprian, L. A. Aroian, David A. Voss 

Publication date: 1980

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812169

zbMATH Keywords

stationarityautocorrelation functioninvertibility conditionspower spectramoving average modelsmultidimensional time seriesinfinite autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• A Three-Stage Iterative Procedure for Space-Time Modeling
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• A Survey of Time Series
• Time series in m dimensions: Autoregressive models
• General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
• Time series in m-dimensions definition, problems and prospects

Cited In (3)

• Time series in m dimensions: Autoregressive models
• Time series in m-dimensions definition, problems and prospects
• On stationarity and second-order properties of bilinear random fields

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