Results 211 to 220 of about 51,335 (252)

The Misspecification of Arma Models

Statistica Neerlandica, 1989
The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models.
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ARMA-models and their equivalences

International Journal of Control, 2009
The classical theory of ‘strict system equivalence’ of Rosenbrock and Fuhrmann is presented in a very general setting, namely, in the setting of ARMA-models defined over an arbitrary commutative ring.
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On Estimating the Order of an ARMA Process

IFAC Proceedings Volumes, 1987
In this brief paper the author describes an order determination test for ARMA processes using matrix perturbation theory. The test requires the selection of the significance level on subjective grounds. The test is numerically simple, and the results are reported as good.
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Moments of the ARMA–EGARCH model [PDF]

The Econometrics Journal, 2003
Summary: This paper considers the moment structure of the general ARMA-EGARCH model. In particular, we derive the autocorrelation function of any positive integer power of the squared errors. In addition, we obtain the autocorrelations of the squares of the observed process and cross correlations between the levels and the squares of the observed ...
Menelaos Karanasos, J. Kim
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On the maximal entropy property for ARMA processes and ARMA approximation

Advances in Applied Probability, 1990
The existence and properties of a general ARMA ( p, q ) process, whose autocovariances, up to lag p , and impulse coefficients, up to lag q, coincide with some given values, are shown.
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ARMA Model and Wavelet-Based ARMA Model Application

Applied Mechanics and Materials, 2011
This article discusses some of the linear regression model from the modeling theory, focusing on the modeling method of selecting the optimal model, choose the best bandwidth criteria. Then, given some of the partial linear regression model from the estimates and the partial residual nuclear smooth estimates, and estimate the model using the partial ...
Wei Wei, Hao Ma
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ARMA Systems and ARMA Processes

2022
Manfred Deistler, Wolfgang Scherrer
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Armas Convencionales

Revista Internacional de la Cruz Roja, 1977
En un artículo titulado » Conventional wapons: a revived issue », publicado en la tevista. Instant Research on Peace and Violence, editada por el « Tampere Peace Research Institute » (Helsinki, núm. 1–2/1976, págs. 29–38), el señor Pertti Joenniemi estudia las principales categorías de armas que fueron objeto de examen en las Conferencias de expertos ...
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ARMA Modeling of Time Series

IEEE Transactions on Pattern Analysis and Machine Intelligence, 1982
A method for efficiently generating a rational model of a wide-sense stationary time series is presented. In this method the autoregressive parameters associated with an ARMA model consisting of q zeros and p poles are optimally chosen with the selection being based on a finite set of time series observations.
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Armas de fuego vs armas no letales

2016
Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech.
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