Simple correlated arma processes

DOI10.1080/02331888408801802MaRDI QIDQ3678516zbMATH OpenOpenAlexFDO

Authors Tomáš Cipra

Publication date 1984

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888408801802

zbMATH Keywords

autocorrelationsbivariate ARMA modelconditional maximum likelihoodcorrelation structurecross correlationsdiagnostic checkingmodel buildingpartial autocorrelationsresidual correlationssimple correlated ARMA processSimultaneous estimation

Mathematics Subject Classification ID

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

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Cited in

(4)

• Multivariate contemporaneous ARMA model with hydrological applications
• Correlated INAR(1) process
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