Results 251 to 260 of about 4,998 (266)

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

2021
Eric Grivel, Roberto Diversi, Fernando Merchan   +2 more
exaly  

Forecasting Contemporaneously Aggregated Vector ARMA Processes

Journal of Business and Economic Statistics, 1984
Helmut Lütkepohl
exaly  

Detecting structural changes with ARMA processes

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

EFFICIENT ITERATIVE ARMA APPROXIMATION OF MULTIVARIATE RANDOM PROCESSES FOR STRUCTURAL DYNAMICS APPLICATIONS

Earthquake Engineering and Structural Dynamics, 1996
P D Spanos
exaly  

Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes

Annals of Statistics, 1999
Elisabeth Gassiat
exaly  

Prediction of functional ARMA processes with an application to traffic data

Econometrics and Statistics, 2017
Claudia Klüppelberg, T Wei
exaly  

Uniqueness of estimated k-step prediction models of ARMA processes

Systems and Control Letters, 1984
Petre Stoica, Torsten SÖDerstrÖM
exaly  

Stationary ARMA Processes

2020
openaire   +1 more source

Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part I

IEEE Transactions on Signal Processing, 2017
Inigo Urteaga, Petar M Djuric
exaly  

Gauss-Newton and M-estimation for ARMA processes with infinite variance

Stochastic Processes and Their Applications, 1996

exaly