Time series properties of the class of first order autoregressive processes with generalized moving average errors

MaRDI QIDQ5852408zbMATH OpenFDO

Authors Thulasyammal Ramiah Pillai, Mahendran Shitan, Shelton Peiris

Publication date 27 January 2010

Full work available at URL http://www.scientificadvances.org/journals3P5.htm

zbMATH Keywords

autocorrelationsautocovarianceautoregressionestimationfractional differencinglong memoryspectral densityvariance

Mathematics Subject Classification ID

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

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Cited in

(9)

• On properties of the second order generalized autoregressive GAR(2) model with index
• Properties of batch means from stationary ARMA time series
• Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model
• Time series properties of the class of generalized first-order autoregressive processes with moving average errors
• An introduction to generalized moving average models and applications
• On the vector-valued generalized autoregressive models
• RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model
• On several properties of a novel class of generalized Humbert autoregressive moving average process
• A class of autoregressive processes

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