Results 171 to 180 of about 69,045 (191)

Basic properties and prediction of max-ARMA processes

Advances in Applied Probability, 1989
Sidney I Resnick
exaly  

Performance analysis of estimation algorithms of nonstationary ARMA processes

IEEE Transactions on Signal Processing, 2006
Yang Shi, Tongwen Chen
exaly  

Kullback-Leibler and Rényi divergence rate for Gaussian stationary ARMA processes comparison

2021
Eric Grivel, Roberto Diversi, Fernando Merchan   +2 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  

Detecting structural changes with ARMA processes

Mathematical and Computer Modelling of Dynamical Systems, 2016
Alexander Ostermann
exaly  

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Bernoulli, 2004
Jean-Michel Zakoian
exaly  

State space investigation of the bullwhip problem with ARMA(1,1) demand processes

International Journal of Production Economics, 2006
Stephen M Disney
exaly  

Prediction of functional ARMA processes with an application to traffic data

Econometrics and Statistics, 2017
Claudia Klüppelberg, Taoran Wei
exaly  

Representations of continuous-time ARMA processes

Journal of Applied Probability, 2004
Peter J Brockwell
exaly