A note on the properties of some nonstationary ARMA processes
type: Item
instance of: scholarly article
title: A note on the properties of some nonstationary ARMA processes
zbMATH Open document ID: 0611.62110
DOI: 10.1016/0304-4149(87)90035-4
author: Shelton Peiris
author: Neeta Singh
published in: Stochastic Processes and their Applications
publication date: 1987-01-01T00:00:00Z
review text: The aim of this note is to study the properties of some nonstationary autoregressive-moving average (ARMA) processes that are considered important in real world situations. In particular, the covariance structure and linear predictors are obtained.
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 3988548
zbMATH Keywords: nonstationary autoregressive-moving average
zbMATH Keywords: ARMA
zbMATH Keywords: covariance structure
zbMATH Keywords: linear predictors
MaRDI profile type: Publication
full work available at URL: 0304-4149(87)90035-4
OpenAlex ID: W1988133385
cites work: Q5540024
cites work: Q5335806
cites work: Q5546139
cites work: Q3657265
cites work: Q5525070
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description: scientific article; zbMATH DE number 3988548