Unique decomposition of low-order time series

DOI10.1080/03610926.2014.904349zbMath1359.62385OpenAlexW2344038642MaRDI QIDQ3178651

Eugene Seneta, Simon F. Ku

Publication date: 15 July 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.904349

zbMATH Keywords

decompositionuniquenessinversiontree ringsinnovation varianceindependent ARMA summands

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Uses Software

• TDSL
• TSDL

Cites Work

• Time series: theory and methods.
• Practical estimation from the sum of ar(1) processes

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