Results 211 to 220 of about 10,065 (268)

Correction: Generative AI Models in Time-Varying Biomedical Data: Scoping Review. [PDF]

open access: yesJ Med Internet Res
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DIFFERENTIAL GEOMETRY OF ARMA MODELS

Journal of Time Series Analysis, 1990
Abstract.A general approach for the development of a statistical inference on autoregressive moving‐average (ARMA) models is presented based on geometric arguments. ARMA models are characterized as members of the curved exponential family. Geometric properties of ARMA models are computed and used to suggest parameter transformations that satisfy ...
Nalini Ravishanker   +2 more
exaly   +3 more sources

Moments of the ARMA–EGARCH model [PDF]

open access: possibleThe 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
openaire   +2 more sources

The Identification of ARMA Models

Biometrika, 1990
SUMMARY We present a new powerful method for determining the order of ARMA (p, q) models having small sets of observations. The procedure is based on an autoregressive order determination criterion and on linear estimation methods. Simulated data are used to demonstrate the capabilities of the approach. for a survey.
TARMO PUKKILA   +2 more
openaire   +1 more source

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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Deterministic ARMA Models

1986
This paper deals with the ubiquitous class of linear time-invariant finite dimensional systems. In [1] it has been shown that this is precisely the class of AR systems, that is, the dynamical systems whose behavior is governed by a finite set of autoregressive relations.
NIEUWENHUIS, JW, WILLEMS, JC
openaire   +2 more sources

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