Results 281 to 290 of about 224,246 (306)

Vector Autoregressive Moving Average Processes

1991
In this chapter, we extend our standard finite order VAR model, $$y_t = \nu + A_1 y_{t - 1} + \ldots + A_p y_{t - p} + \varepsilon _t , $$ by allowing the error terms, here et, to be autocorrelated rather than white noise. The autocorrelation structure is assumed to be of a relatively simple type so that et has a finite order moving average (MA)
openaire   +1 more source

Novel adaptive fault detection method based on kernel entropy component analysis integrating moving window of dissimilarity for nonlinear dynamic processes

Journal of Process Control, 2023
Yongming Han, Zhiqiang Geng
exaly  

Localizable Moving Average Symmetric Stable and Multistable Processes

Stochastic Models, 2009
Kenneth J Falconer
exaly  

The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

Scandinavian Journal of Statistics, 2001
Sangyeol Lee, Siyun Park
exaly  

Gaussian Processes, Moving Averages and Quick Detection Problems

Annals of Probability, 1973
Tze Leung Lai
exaly  

On the Criteria Functions Used for the Estimation of Moving Average Processes

Journal of the American Statistical Association, 1982
Denise R Osborn
exaly   +2 more sources

Corrections: Moving Average Processes

The Statistician, 1976
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Forward Moving Average Representation in Multivariate MA(1) Processes

Communications in Statistics - Theory and Methods, 2010
M Mohammadpour, A R Soltani
exaly  

Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated

Communications in Statistics - Theory and Methods, 2014
M Mohammadpour, A R Soltani
exaly  

Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

Journal of Forecasting, 2012
Giacomo Sbrana
exaly