Moving average models—time series in m-dimensions
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Publication:3900872
DOI10.1080/03610918008812169zbMath0453.62079OpenAlexW1596763782MaRDI QIDQ3900872
L. A. Aroian, C. A. Oprian, 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
autocorrelation functionstationaritypower spectrainvertibility conditionsmoving average modelsmultidimensional time seriesinfinite autoregressive model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (3)
On stationarity and second-order properties of bilinear random fields ⋮ Time series in m-dimensions definition, problems and prospects ⋮ Time series in m dimensions: Autoregressive models
Cites Work
- A Three-Stage Iterative Procedure for Space-Time Modeling
- Time series in m-dimensions definition, problems and prospects
- Time series in m dimensions: Autoregressive models
- General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
- A Survey of Time Series
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