An irregularly spaced ARMA(1,1) model and an application to contamination data

DOI10.1080/02331888.2024.2423001MaRDI QIDQ6667624

Jean-Marc Bardet, Natalia Bahamonde, Federico Maddanu, Paul Doukhan, Karine Bertin

Publication date: 20 January 2025

Published in: Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A new covariance inequality and applications.
• Weak dependence. With examples and applications.
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
• Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
• Spectral estimation in the presence of missing data
• Inheritance of strong mixing and weak dependence under renewal sampling

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