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Publication:4036451
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zbMATH Open0764.62072MaRDI QIDQ4036451

Mohsen Pourahmadi

Publication date: 16 May 1993



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


zbMATH Keywords

Wold's decompositionangle between past and futureautoregressive moving average representationsapproximating stationary time series by ARMA models


Mathematics Subject Classification ID

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



Related Items (6)

Autoregressive time series analysis via representatives ⋮ Unnamed Item ⋮ Representations of continuous-time ARMA processes ⋮ DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES ⋮ State representations of ARMA-models ⋮ A direct determination of ARMA algorithms for the simulation of stationary random processes


Recommendations

  • Unnamed Item 👍 👎
  • Continuous-time ARMA processes 👍 👎
  • Modeling of Stationary Periodic Time Series by ARMA Representations 👍 👎
  • DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES 👍 👎
  • ARMA-models and their equivalences 👍 👎
  • ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES 👍 👎
  • Representations of continuous-time ARMA processes 👍 👎





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