RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model
From MaRDI portal
Publication:6169399
DOI10.1080/03610926.2013.851240OpenAlexW4245741921MaRDI QIDQ6169399FDOQ6169399
Authors: Thulasyammal Ramiah Pillai, Mahendran Shitan 
Publication date: 11 July 2023
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.851240
Recommendations
- Retraction: Some Properties of the Generalised Autoregressive Moving Average (GARMA(1, 2; δ, 1)) Model
- Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model
- Generalized autoregressive moving average models: an efficient estimation approach
- Generalized autoregressive moving average models with GARCH errors
- Erratum to: ``Beta autoregressive moving average models
- Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model
- On properties of the second order generalized autoregressive GAR(2) model with index
- Stationarity of generalized autoregressive moving average models
Cites Work
- Introduction to Time Series and Forecasting
- Time series: theory and methods.
- Title not available (Why is that?)
- An introduction to generalized moving average models and applications
- Improving the quality of forecasting using generalized AR models: an application to statistical quality control
- 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
- Time series properties of the class of first order autoregressive processes with generalized moving average errors
This page was built for publication: RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6169399)
