scientific article; zbMATH DE number 4115785

MaRDI QIDQ4730646zbMATH OpenFDO

Authors E. Griful, Juan-José Egozcue

Publication date 1987

zbMATH Keywords

decomposition of ARMA processesmultiplicity of solutionsnonlinear equationsorthogonal ARMA processespolessecond order characteristicsspectral densitiesspectral representationstationary ARMA processsum of autoregressive processes of order 1white noise

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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