DIRECT BASIC FORM FOR PREDICTORS OF AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES

被引：0

作者：

GODOLPHIN, EJ ^{[1
]}

机构：

[1] ROY HOLLOWAY COLL,DEPT STATISTICS & COMP SCI,EGHAM,SURREY,ENGLAND

来源：

BIOMETRIKA | 1975年 / 62卷 / 02期

关键词：

D O I：

暂无

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：483 / 496

页数：14

共 50 条

[1] A CENTRAL-LIMIT-THEOREM FOR AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES
ANGUS, JE
[J]. MATHEMATICAL AND COMPUTER MODELLING, 1993, 17 (10) : 3 - 9
[2] On continuous-time autoregressive fractionally integrated moving average processes
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[4] ON THE ESTIMATION OF VARIANCE FOR AUTOREGRESSIVE AND MOVING AVERAGE PROCESSES
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[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1986, 32 (01) : 120 - 125
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[7] Beta autoregressive fractionally integrated moving average models
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[8] LINEAR AGGREGATION OF VECTOR AUTOREGRESSIVE MOVING AVERAGE PROCESSES
LUTKEPOHL, H
[J]. ECONOMICS LETTERS, 1984, 14 (04) : 345 - 350
[9] NON-GAUSSIAN AUTOREGRESSIVE MOVING AVERAGE PROCESSES
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[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1993, 90 (19) : 9168 - 9170
[10] DIFFERENCING AUTOREGRESSIVE MOVING AVERAGE (P,Q) PROCESSES
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[J]. BIOMETRIKA, 1975, 62 (02) : 521 - 523

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