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zbMATH Open0569.62073MaRDI QIDQ3685891

E. J. Hannan

Publication date: 1984



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

innovationAICestimating an ARMA processfitting of an autoregression


Mathematics Subject Classification ID

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



Related Items (16)

ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis ⋮ Discrete-valued ARMA processes ⋮ A note on interpolation of arima processes ⋮ Representations of continuous-time ARMA processes ⋮ Trimmed stable AR(1) processes ⋮ Unnamed Item ⋮ Continuous-time ARMA processes ⋮ ARMA MODELS REALIZATION AND IMPULSE RESPONSES ⋮ Test and Analysis for Comovement-Locomotive Hypothesis ⋮ Unnamed Item ⋮ Computing stochastic continuous-time models from ARMA models ⋮ Unnamed Item ⋮ Simple correlated arma processes ⋮ Large-sample estimation of the AR parameters of an ARMA model ⋮ A direct determination of ARMA algorithms for the simulation of stationary random processes ⋮ Efficient GMM estimation of weak AR processes.






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