Results 141 to 150 of about 7,605 (274)
Properties of batch means from stationary ARMA time series [PDF]
, 1986 The batch means process arising from an arbitrary autoregressive moving-average (ARMA) process time series is derived. As side results, the variance and correlation structures of the batch means process as functions of the batch size and parameters of ...
Kang, Keebom, Schmeiser, Bruce
core
Canadian Journal of Statistics, Volume 54, Issue 2, June 2026.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Goodness of fit testing of ARMA (P,Q) process
, 1989 A model which describes the probability structure of a sequence of observations is called a stochastic process. An important class of stochastic processes is the class of stationary processes.
Hua, Lin
core
Some functions of ARMA processes
, 2013 This study provides a comprehensive overview of changes in the autoregressive-moving- average model (ARMA) when applied to various functions. First, the necessary and sufficient condition for a weakly stationary stochastic process described by ARMA is ...
Štufka, Miroslav
core
Uso de la función de correlación cruzada en la identificación de modelos ARMA
Revista Colombiana de Estadística, 2008 La función de correlación cruzada muestral (FCCM) ha sido empleada para estudiar la fortaleza y la dirección de la relación lineal entre dos procesos estocásticos conjuntamente estacionarios.
ELKIN CASTAÑO, JORGE MARTÍNEZ
doaj
EURASIP Journal on Advances in Signal ProcessingIn this article, we study the multidimensional second-order processes with time-dependent spectra. This is indeed a large class of second-order processes that includes periodically correlated processes and evolutionary processes.
A. R. Soltani
doaj +1 more source
International Journal of Cancer, Volume 158, Issue 11, Page 2983-2994, 1 June 2026.What's new? Anal and vulvar high‐grade squamous intraepithelial lesions (HSILs) frequently recur following treatment. Additional genital and anal procedures, however, can be distressing for patients and are potentially disfiguring. This trial assessed whether the 9‐valent human papillomavirus (9vHPV) vaccine reduces HSIL recurrence risk or HPV ...
Helen C. Stankiewicz Karita +13 more
wiley +1 more source
The second derivative of the likelihood of an exact ARMA model
ARMA Models ...
Leeuw, J.L. van der
core
Journal of Biophotonics, Volume 19, Issue 6, June 2026.We demonstrate that Principal Component Analysis (PCA) can be used in dynamic OCT to substantially reduce artifacts from strong specular reflections, isolate movement within the sample, and create thin, histology‐like images, thereby avoiding the need for complex, time‐consuming techniques used in clinical histopathology.
Alejandro Martínez Jiménez +1 more
wiley +1 more source
Proteins: Structure, Function, and Bioinformatics, Volume 94, Issue 6, Page 1245-1258, June 2026.ABSTRACT We present the first x‐ray crystallographic structural evidence of an archaeal DNA ligase showing the AMP covalent adduct together with further cofactor hydrolysis, capturing a transient intermediary in the first step of the ligation reaction, triggered by the pyrophosphate hydrolysis.
A. X. Quintana‐Armas +3 more
wiley +1 more source