This is a preview. Log in through your library . Abstract An expression for the likelihood function of a stationary vector autoregressive-moving average process is developed. The expression is very ...
Estimates of the parameters in normal autoregressive (AR(p)) processes may be obtained as functions of certain runs and subsequences in the associated clipped 0 - 1 processes. For example, the ...
Continuous-Time Autoregressive Moving Average (CARMA) processes extend the classical discrete-time ARMA framework to continuous time, offering a flexible modelling approach for phenomena where ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results