ON THE ESTIMATION OF VARIANCE FOR AUTOREGRESSIVE AND MOVING AVERAGE PROCESSES

被引：3

作者：

PORAT, B ^{[1
]}

FRIEDLANDER, B ^{[1
]}

机构：

[1] SYST CONTROL TECHNOL INC,PALO ALTO,CA 94304

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1986年 / 32卷 / 01期

关键词：

D O I：

10.1109/TIT.1986.1057128

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：120 / 125

页数：6

共 50 条

[1] Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes
Chen, Zhanshou
Tian, Zheng
Qin, Ruibing
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (07) : 1254 - 1270
[2] PARAMETER-ESTIMATION METHODS FOR AUTOREGRESSIVE-MOVING AVERAGE PROCESSES
ALTSHULER, SV
[J]. AUTOMATION AND REMOTE CONTROL, 1982, 43 (08) : 979 - 990
[3] Spatial autoregressive and moving average Hilbertian processes
Ruiz-Medina, M. D.
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 102 (02) : 292 - 305
[4] A METHOD FOR AUTOREGRESSIVE-MOVING AVERAGE ESTIMATION
HANNAN, EJ
KAVALIERIS, L
[J]. BIOMETRIKA, 1984, 71 (02) : 273 - 280
[5] ESTIMATION OF MIXED MOVING AVERAGE AUTOREGRESSIVE SYSTEMS
HANNAN, EJ
[J]. BIOMETRIKA, 1969, 56 (03) : 579 - &
[6] LARGE-SAMPLE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE PROCESSES WITH MOVING-AVERAGE RESIDUALS
WALKER, AM
[J]. BIOMETRIKA, 1962, 49 (1-2) : 117 - &
[7] LINEAR AGGREGATION OF VECTOR AUTOREGRESSIVE MOVING AVERAGE PROCESSES
LUTKEPOHL, H
[J]. ECONOMICS LETTERS, 1984, 14 (04) : 345 - 350
[8] NON-GAUSSIAN AUTOREGRESSIVE MOVING AVERAGE PROCESSES
LII, KS
ROSENBLATT, M
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1993, 90 (19) : 9168 - 9170
[9] DIFFERENCING AUTOREGRESSIVE MOVING AVERAGE (P,Q) PROCESSES
ANDERSON, OD
[J]. BIOMETRIKA, 1975, 62 (02) : 521 - 523
[10] SOME EXACT FORMULAS FOR AUTOREGRESSIVE MOVING AVERAGE PROCESSES
ZINDEWALSH, V
[J]. ECONOMETRIC THEORY, 1988, 4 (03) : 384 - 402

← 1 2 3 4 5 →