Modification of autoregressive fractionally integrated moving average models for the estimation of persistence

Author： Reschenhofer E.  

Publisher： Taylor & Francis Ltd

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.27, Iss.1, 2000-01, pp. : 113-118

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Estimation for the autoregressive moving average process observed with noise

By Lee J.H.  

Journal of Applied Statistics, Vol. 23, Iss. 6, 1996-12 ,pp. : 589-600

Taylor & Francis Ltd

Access to resources Recommend Favorite

The specification of vector autoregressive moving average models

By Sergio Koreisha  

Journal of Statistical Computation and Simulation, Vol. 74, Iss. 8, 2004-08 ,pp. : 547-565

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models

By Wang Hai-Bin   Wu Ping  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 3, 2015-02 ,pp. : 453-467

Taylor & Francis Ltd

Access to resources Recommend Favorite

Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties

By Shitan Mahendran  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 8, 2008-01 ,pp. : 1266-1273

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Identification of Moving Average Models

By Shaarawy Samir M.   Soliman Emad E. A.   Ali Sherif S.  

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 12, 2007-09 ,pp. : 2301-2312

Taylor & Francis Ltd

Access to resources Recommend Favorite