Sufficient statistics for arma models with some fixed parameters

DOI10.1080/03610929808832147zbMath0901.62106OpenAlexW1993316364MaRDI QIDQ3842918

Georgi N. Boshnakov, Sahib Esa

Publication date: 20 August 1998

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

Full work available at URL: https://doi.org/10.1080/03610929808832147

zbMATH Keywords

data reductionsufficient statisticsARMA processesforward-backward transformations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sufficient statistics and fields (62B05)

Related Items

On the sufficient statistics for multivariate ARMA models: approximate approach ⋮ Maximum entropy models for general lag patterns

Cites Work

• Time series: theory and methods.
• Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
• SUFFICIENT STATISTICS FOR STATIONARY DISCRETE‐TIME GAUSSIAN RANDOM PROCESSES
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• On the closed form of the likelihood function of the first order moving average model
• A complete parameterization of all positive rational extensions of a covariance sequence
• On the Sufficient Statistics for Stationary Gaussian Random Processes

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