Results 271 to 280 of about 224,246 (306)

Moving average conditional heteroskedastic processes

Economics Letters, 1995
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Yang, Minxian, Bewley, Ronald
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Complete convergence of moving average processes

Statistics & Probability Letters, 1992
\([Y_ i ...
Li, Deli, Bhaskara Rao, M., Wang, Xiangchen   +2 more
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Problems with the estimation of moving average processes

Journal of Econometrics, 1981
Abstract As a consequence of the well-known underidentification of the moving average model unless the parameter space is restricted, Maximum Likelihood and other estimators possess properties which can pose problems for estimation when a root of the process is close to the unit circle.
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On Weighted Tempered Moving Averages Processes

Stochastic Models, 2008
In this article we introduce a new class of processes: the weighted tempered moving averages processes, which include the tempered moving averages processes as a particular case. They generalize the class of tempered moving averages process which is widely known and has many applications.
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The orthogonal decomposition of moving average processes

Trabajos de estadistica y de investigacion operativa, 1979
A decomposition of the general Moving Average process is described, and the conditions for it to be possible are given. The ideas are illustrated by considering the resolution of the second order process into component processes.
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Maximum autocorrelations for moving average processes

Biometrika, 1974
Davies, N., Pate, M. B., Frost, M. G.
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On prediction of integrated moving average processes

Annals of the Institute of Statistical Mathematics, 1980
We shall consider the asymptotic properties of predictors with estimated coefficients for IMA processes and how to determine the order of predictors to minimize the error of prediction. For this purpose, the effect of the initial values on predictors is also considered.
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Moving Average Processes

The Statistician, 1975
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Autoregressive Moving Average Processes (ARMA)

2016
This chapter is concerned with the modelling of serial correlation (or autocorrelation) that is characteristic of many time series dynamics. To that end we cover a class of stochastic processes widely used in practice.
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Stationary Reversible Processes of a Moving Average and Autorepression with Residuals as a Moving Average

Vestnik St. Petersburg University, Mathematics, 2023
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