Necessary and sufficient conditions for the existence of a strictly stationary solution of the equations defining an autoregressive moving average process driven by an independent and identically ...
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 ...
This article considers testing for first-order moving average against first-order autoregressive disturbances in the linear-regression model. Tests investigated include approximate point-optimal ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback