✦ LIBER ✦

Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes

✍ Scribed by Stefan Mittnik

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

RECURSIVE COMPUTATION OF THE PARAMETERS

✍ Georgi N. Boshnakov 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 617 KB

On the inverse of the autocovariance mat

✍ Gooijer, J. G. 📂 Article 📅 1978 🏛 Springer-Verlag ⚖ 351 KB

On the estimation of variance for autore

✍ Porat, B.; Friedlander, B. 📂 Article 📅 1986 🏛 IEEE 🌐 English ⚖ 838 KB

A LINEAR ESTIMATION PROCEDURE FOR THE PA

✍ Shean-Tsong Chiu 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 559 KB

A further note on the stationarity and i

✍ Anderson, O. D. 📂 Article 📅 1977 🏛 Springer-Verlag ⚖ 128 KB

A proof of a relationship between the ge

✍ O. D. Anderson 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 175 KB