Results 81 to 90 of about 111,952 (197)
Rational characteristic functions and markov chains [PDF]
, 1995 1 We investigate in this paper how to estimate the density function of a random variable using a parametric ARMA model for its characteristic function. The choice of this model is motivated by the fact that this type of density characterizes the duration
Bonafonte Cávez, Antonio +4 more
core
Secular Stellar Dynamics near a Massive Black Hole
, 2011 The angular momentum evolution of stars close to massive black holes (MBHs) is driven by secular torques. In contrast to two-body relaxation, where interactions between stars are incoherent, the resulting resonant relaxation (RR) process is characterized
Alexander +58 more
core +1 more source
Periodic autoregressive moving average models for the analysis of streamflow [abstract] [PDF]
, 1988 EXTRACT (SEE PDF FOR FULL ABSTRACT): Streamflow values show definite seasonal patterns in their month-to-month correlation structure. The structure also seems to vary as a function of the type of stream (coastal versus mountain or humid versus arid ...
Slack, J.R.
core
Statistical early-warning indicators based on Auto-Regressive Moving-Average processes
, 2014 We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models.
Dubrulle, Bérengère +2 more
core +1 more source
MODEL SELECTION CRITERIA AND QUADRATIC DISCRIMINATION IN ARMA AND SETAR TIME SERIES MODELS [PDF]
We show that analyzing model selection in ARMA time series models as a quadratic discrimination problem provides a unifying approach for deriving model selection criteria.
Daniel Peña, Pedro Galeano
core
Asymptotic Theory for a Vector ARMA-GARCH Model, [PDF]
This paper investigates the asymptotic theory for a vector ARMA-GARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established.
Michael McAleer, Shiqing Ling
core
The Scientific World Journal, 2014 The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes.
Melike Bildirici, Özgür Ersin
doaj +1 more source
Bayesian Analysis of ARMA models using Noninformative Priors [PDF]
, 1995 Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem.
Hoek, H. (Henk) +1 more
core +1 more source
ARMA Modelling for Whispered Speech
Journal of Measurement Science and Instrumentation, 2010 The Autoregressive Moving Average（ARMA）model for whispered speech is proposed.Compared with normal speech,whispered speech has no fundamental frequency because of the glottis being semi-opened and turbulent flow being created,and formant shifting exists ...
Xue-li LI, Wei-dong ZHOU
doaj
Time series modelling and forecasting of Sarawak black pepper price [PDF]
Pepper is an important agriculture commodity especially for the state of Sarawak. It is important to forecast its price, as this could help the policy makers in coming up with production and marketing plan to improve the Sarawak’s economy as well as the ...
Hussain, Huzaimi +2 more
core +1 more source