✦ LIBER ✦

The invertibility of sampled and aggregated ARMA models

✍ Scribed by H. Niemi

Book ID: 105399168
Publisher: Springer
Year: 1984
Tongue: English
Weight: 262 KB
Volume: 31
Category: Article
ISSN: 0026-1335
DOI: 10.1007/bf01915182

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The stationarity and invertibility of a

The stationarity and invertibility of a class of nonlinear ARMA models

✍ DanQing Chen; HaiBin Wang 📂 Article 📅 2011 🏛 SP Science China Press 🌐 English ⚖ 241 KB

Matrix representations of spectral coeff

Matrix representations of spectral coefficients of randomly sampled ARMA models

✍ Amina Kadi; Abdelkader Mokkadem 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 814 KB

Measuring persistence in aggregate outpu

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

✍ Michael A. Hauser; Benedikt M. Pötscher; Erhard Reschenhofer 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 244 KB

Aggregation and estimation for low-order

Aggregation and estimation for low-order periodic ARMA models

✍ Vecchia, A. V.; Obeysekera, J. T.; Salas, J. D.; Boes, D. C. 📂 Article 📅 1983 🏛 American Geophysical Union 🌐 English ⚖ 586 KB

The Misspecification of Arma Models

✍ D.S.G. Pollock 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 663 KB

ARMA MODELS FOR MODAL ANALYSIS: EFFECT O

ARMA MODELS FOR MODAL ANALYSIS: EFFECT OF MODEL ORDERS AND SAMPLING FREQUENCY

✍ M. SMAIL; M. THOMAS; A. LAKIS 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 198 KB

Modal analysis is usually conducted in the frequency domain. If frequency domain methods work very well when damping is low, noise level is low and natural frequencies are not too much closed, these methods however by requiring an averaging of the samples, are always time-consuming. On the other han