scientific article; zbMATH DE number 3714786

zbMATH Open0456.62072MaRDI QIDQ3906288FDOQ3906288

Authors: Simplice Dossou-Gbété, Pierre Ettinger, Antoine de Falguerolles 

Publication date: 1980

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

zbMATH Keywords

aggregationidentificationARMA processespreliminary estimation

Mathematics Subject Classification ID

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

Cited In (3)

• Identification of composite (∑+II) arma models by relatively simpler models
• On the study of some functions of multivariate ARMA processes
• On the spectrum of randomly aggregate ARMA models

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