RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model

DOI10.1080/03610926.2013.851240OpenAlexW4245741921MaRDI QIDQ6169399

Thulasyammal Ramiah Pillai, Mahendran Shitan

Publication date: 11 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.851240

zbMATH Keywords

time seriesautocorrelationautocovarianceGMAgeneralized ARMA modelGAR

Mathematics Subject Classification ID

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

Cites Work

• Time series: theory and methods.
• Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ₁, δ₂)) Model
• Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors
• Introduction to Time Series and Forecasting
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