Results 261 to 270 of about 7,605 (274)

Computation of the theoretical autocovariance function for a vector arma process

Journal of Statistical Computation and Simulation, 1980
Craig F Ansley
exaly  

An Evaluation of Algorithms for Computing the Covariance Function of a Multivariable Arma Process

European Journal of Control, 2002
Torsten SÖDerstrÖM, Michael Šebek, V Kučera   +2 more
exaly  

Prediction of functional ARMA processes with an application to traffic data

Econometrics and Statistics, 2017
Claudia Klüppelberg, T Wei
exaly  

Optimum robust detection of changes in the AR part of a multivariable ARMA process

IEEE Transactions on Automatic Control, 1987
M Basseville, A Benveniste
exaly  

Stationary ARMA Processes

2020
openaire   +1 more source

A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS

Journal of Time Series Analysis, 1987
exaly  

A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES

Journal of Time Series Analysis, 1995
Peter J Brockwell
exaly  

A new test for ARMA models with errors following a general white noise process

Test, 1996
Esmeralda Gonçalves
exaly  

General exponential smoothing and the equivalent arma process

Journal of Forecasting, 1984
Ed Mckenzie
exaly  

Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process

Systems and Control Letters, 1993
László Gerencsér
exaly