Results 251 to 260 of about 7,605 (274)

Linear estimation of ARMA processes

Automatica, 1983
E. J. Hannan, L. Kavalieris
openaire   +1 more source

Linear identification of ARMA processes

Automatica, 1982
David Q. Mayne, F. Firoozan
openaire   +1 more source

Investigations into Seasonal ARMA processes

2022
This thesis examines issues of seasonality in ARMA processes, comparing and contrasting Box-Jenkins seasonality with Gegenbauer seasonality, and the SGAR or seasonal GAR model. Novel contributions of this thesis include new estimation methods for Gegenbauer seasonality - a log-Whittle estimator and a Bayesian MCMC estimator using a Whittle likelihood ...
openaire   +1 more source

Generalized gamma ARMA process for synthetic aperture radar amplitude and intensity data

Environmetrics, 2023
Pedro M Almeida-Júnior, Abraão D C Nascimento   +1 more
exaly  

The bullwhip effect in a manufacturing/remanufacturing supply chain under a price-induced non-standard ARMA(1,1) demand process

European Journal of Operational Research, 2022
B C Giri, Christoph H Glock
exaly  

ARMA process for speckled data

Journal of Statistical Computation and Simulation, 2021
Pedro M Almeida-Júnior, Abraão D C Nascimento   +1 more
exaly  

Short-term load forecasting via ARMA model identification including non-gaussian process considerations

IEEE Transactions on Power Systems, 2003
Shyh-Jier Huang
exaly  

ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS

Journal of Time Series Analysis, 1983
Paul Kabaila
exaly  

Detecting changes in the ar parameters of a nonstationary arma process

Stochastics, 1986
George V Moustakides, A Benveniste
exaly  

A note on obtaining the theoretical autocovariances of an ARMA process

Journal of Statistical Computation and Simulation, 1982
Robert Köhn
exaly