Parameterization and consistent estimation of ARMA systems

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Veröffentlicht in:	Time series
1. Verfasser:	Deistler, Manfred (VerfasserIn)
Format:	UnknownFormat
Veröffentlicht:	1980
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Titel	Jahr	Verfasser
The application of multivariate time series analysis to local area employment and demographic forecasting	1981	Hyman, G.
Resistant smoothing	1980	Mallows, C. L.
Estimation and forecasting for time series containing censored or missing observations	1980	Robinson, P. M.
Characterization of cardiac arrhythmia using a moving-average model with non-linear terms	1980	Pfeiffer, Karl P.
A spectral analysis of a time series in which probabilities of observation are periodic	1980	Thrall, Anthony D.
Parameterization and consistent estimation of ARMA systems	1980	Deistler, Manfred
Piece-wise deterministic signals	1980	Åström, K. J.
Comparison of classical econometric methods and multivariate time series analysis in assessing the relationship between consumption and income	1980	Bruggeman, Werner
On forecasting discontinuous, non-normal stochastic processes	1980	Brode, John
Distinguishing between IMA <1,1> and ARMA <1,1> models : a large scale simulation study of two particular Box-Jenkis time processes	1980	Anderson, O. D.
Consistent parameter estimation in mixed auto-regressions and in general linear stochastic regressions	1980	Eicker, F.
Estimation of Markov processes	1980	Pugachev, V. S.
Amplitude-dependent exponential AR model fitting for non-linear random vibrations	1980	Haggan, V.
Some links between the Harrison-Stevens and Box-Jenkins methods for univariate time series	1980	Melard, Guy
Asymptotic theory of prediction error estimation methods	1980	Ljung, Lennart
Classifying series realisations form IMA <1,1> and ARMA <1,1> processes	1980	Anderson, O. D.
Time series analysis and forecasting <TSA&F> activities	1980	Anderson, Oliver D.
Identification and preliminary estimation of ARMA type processes : some comments	1980	Dossou-Gbete, S.
A view on non-linear time series model building	1980	Tong, Howell
Continuous space series on the plane and in dimensions	1980	Wahba, Grace

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