scientific article

zbMATH Open0764.62072MaRDI QIDQ4036451FDOQ4036451

M. Pourahmadi

Publication date: 16 May 1993

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

zbMATH Keywords

Wold's decompositionangle between past and futureautoregressive moving average representationsapproximating stationary time series by ARMA models

Mathematics Subject Classification ID

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

Cited In (9)

• State representations of ARMA-models
• Reaction times of monitoring schemes for ARMA time series
• Representations of continuous-time ARMA processes
• Title not available (Why is that?)
• Factor ARMA representation of a Markov process
• Autoregressive time series analysis via representatives
• A direct determination of ARMA algorithms for the simulation of stationary random processes
• DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
• Title not available (Why is that?)

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