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The Recursive Nature of the Stationarity and Invertibility Restraints on the Parameters of Mixed Autoregressive-Moving Average Processes

✍ Scribed by O. D. Anderson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A further note on the stationarity and i

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

THE SIZE OF THE STATIONARITY AND INVERTI

✍ Domenico Piccolo 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 128 KB

RECURSIVE COMPUTATION OF THE PARAMETERS

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

On the recursive fitting of subset autor

✍ Chen Zhacguo 📂 Article 📅 1985 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 441 KB

Stationarity Conditions for Stochastic P

✍ J. Wise 📂 Article 📅 1956 🏛 Oxford University Press 🌐 English ⚖ 422 KB

Non-recursive methods for computing the

✍ Stefan Mittnik 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 264 KB