✦ LIBER ✦

On the estimation of variance for autoregressive and moving average processes (Corresp.)

✍ Scribed by Porat, B.; Friedlander, B.

Book ID: 114636544
Publisher: IEEE
Year: 1986
Tongue: English
Weight: 838 KB
Volume: 32
Category: Article
ISSN: 0018-9448
DOI: 10.1109/tit.1986.1057128

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A LINEAR ESTIMATION PROCEDURE FOR THE PA

A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

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

MAXIMUM LIKELIHOOD ESTIMATION FOR AUTORE

MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE

✍ Dong Wan Shin 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 647 KB

THE ESTIMATION OF PARAMETERS FOR AUTOREG

THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS

✍ Pham Dinh Tuan 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 677 KB

Autoregressive Moving-Average Convolutio

Autoregressive Moving-Average Convolution Processes on the Unit Circle

✍ F. W. Zwiers 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 French ⚖ 902 KB

Bootstrapping Autoregressive and Moving

Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

✍ Efstathios Paparoditis 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 925 KB

We consider an r-dimensional multivariate time series [y t , t # Z] which is generated by an infinite order vector autoregressive process. We show that a bootstrap procedure which works by generating time series replicates via an estimated finite k-order vector autoregressive process (k Ä at an appr

ON THE EXISTENCE OF STATIONARY THRESHOLD

ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

✍ Peter J. Brockwell; Jian Liu; Richard L. Tweedie 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 474 KB