Results 241 to 250 of about 10,065 (268)
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2016
The specification and estimation of an ARMA(p,q) model for a given realization involves several intermingled steps. First one must determine the orders p and q. Given the orders one can then estimate the parameters ϕ j , \(\theta _{j}\) and \(\sigma ^{2}\).
openaire +1 more source
The specification and estimation of an ARMA(p,q) model for a given realization involves several intermingled steps. First one must determine the orders p and q. Given the orders one can then estimate the parameters ϕ j , \(\theta _{j}\) and \(\sigma ^{2}\).
openaire +1 more source
Analysis of ecological time series with ARMA(p,q) models
Ecology, 2010Anthony R Ives, Karen C Abbott
exaly
ARMA Models and the Box-Jenkins Methodology
Journal of Forecasting, 1997Spyros Makridakis, Michele Hibon
exaly
Parameter change tests for ARMA–GARCH models
Computational Statistics and Data Analysis, 2018Junmo Song, Jiwon Kang
exaly
Maximum Likelihood Fitting of ARMA Models to Time Series With Missing Observations
Technometrics, 1980exaly +2 more sources
A significance test for classifying arma models
Journal of Statistical Computation and Simulation, 1996Elizabeth Ann Maharaj
exaly