Outliers in a multivariate autoregressive moving-average process
نویسندگان
چکیده
منابع مشابه
Stationarity of Generalized Autoregressive Moving Average Models
Time series models are often constructed by combining nonstationary effects such as trends with stochastic processes that are believed to be stationary. Although stationarity of the underlying process is typically crucial to ensure desirable properties or even validity of statistical estimators, there are numerous time series models for which this stationarity is not yet proven. A major barrier...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1990
ISSN: 0304-4149
DOI: 10.1016/0304-4149(90)90046-u