Arm processes and modeling methodology

DOI10.1080/15326349908807568zbMath0995.62094OpenAlexW2053982599WikidataQ126243707 ScholiaQ126243707MaRDI QIDQ4705821

Benjamin Melamed

Publication date: 25 November 1999

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807568

zbMATH Keywords

time seriesnonlinear processesARM processesautocorrelationautoregressive modular processes

Mathematics Subject Classification ID

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

Related Items (3)

MARM processes. II: The empirically-based subclass ⋮ MARM processes. I: General theory ⋮ TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS

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