Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ1, δ2)) Model

DOI10.1080/03610926.2010.529534zbMath1237.62124OpenAlexW2094995145MaRDI QIDQ2884874

Thulasyammal Ramiah Pillai, Mahendran Shitan, M. Shelton Peiris

Publication date: 18 May 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.529534

zbMATH Keywords

time seriesautocorrelationautocovarianceGMAgeneralized ARMA modelGAR

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

On the vector-valued generalized autoregressive models ⋮ Forecasting highly persistent time series with bounded spectrum processes ⋮ RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model

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