A　METHOD　TO　FACTORIZE　THE　SPECTRAL　DENSITY　OF　MULTIPLE　MOVING　AVERAGE　PROCESSES

被引：1

作者：

LI Lei(Institute of Systems Science

机构：

来源：

Journal of Systems Science & Complexity | 1994年 / 02期

关键词：

Multiple MA process; spectral factorization; state space model;

D O I：

暂无

中图分类号：

O151.24 [向量代数、因子代数、代数不变量论];

学科分类号：

070104 ;

摘要：

ＡＭＥＴＨＯＤＴＯＦＡＣＴＯＲＩＺＥＴＨＥＳＰＥＣＴＲＡＬＤＥＮＳＩＴＹＯＦＭＵＬＴＩＰＬＥＭＯＶＩＮＧＡＶＥＲＡＧＥＰＲＯＣＥＳＳＥＳ￥ＬＩＬｅｉ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０...

引用

页码：169 / 176

页数：8

共 50 条

[41] Central limit theorems for moving average processes*
Miao, Yu
Ge, Li
Xu, Shoufang
[J]. LITHUANIAN MATHEMATICAL JOURNAL, 2013, 53 (01) : 80 - 90
[42] Selfdecomposability of moving average fractional Levy processes
Cohen, Serge
Maejima, Makoto
[J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (11) : 1664 - 1669
[43] Sufficient conditions for boundedness of moving average processes
Marcus, MB
Rosinski, J
[J]. STOCHASTIC INEQUALITIES AND APPLICATIONS, 2003, 56 : 113 - 128
[44] Moving average representations for multivariate stationary processes
Soltani, A. R.
Mohammadpour, M.
[J]. JOURNAL OF TIME SERIES ANALYSIS, 2006, 27 (06) : 831 - 841
[45] An analysis of Poisson moving-average processes
McCormick, WP
Park, YS
[J]. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 1997, 11 (04) : 487 - 507
[46] A note on the complete convergence of moving average processes
Sung, Soo Hak
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (11) : 1387 - 1390
[47] MAXIMUM LIKELIHOOD ESTIMATION OF MOVING AVERAGE PROCESSES
OSBORN, DR
[J]. ANNALS OF ECONOMIC AND SOCIAL MEASUREMENT, 1976, 5 (01): : 75 - 87
[48] Spatial autoregressive and moving average Hilbertian processes
Ruiz-Medina, M. D.
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 102 (02) : 292 - 305
[49] QUOTIENTS OF MOVING AVERAGE PROCESSES WITH INFINITE MEAN
KANTER, M
[J]. PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1976, 56 (APR) : 281 - 287
[50] On the estimation of the marginal density of a moving average process
Saavedra, A
Cao, R
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2000, 28 (04): : 799 - 815

← 1 2 3 4 5 →

A METHOD TO FACTORIZE THE SPECTRAL DENSITY OF MULTIPLE MOVING AVERAGE PROCESSES

A　METHOD　TO　FACTORIZE　THE　SPECTRAL　DENSITY　OF　MULTIPLE　MOVING　AVERAGE　PROCESSES