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| Titel: |
Identification of composite (∑+II) arma models by relatively simpler models |
| Auteur: |
Singh, N. Nirmalan, T. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 18 (1989) nr. 3 pagina's 1067-1083 |
| Jaar: |
1989 |
| Inhoud: |
In the real world situations, many time series are aggregates of two or more time series. An aggregation may take place due to an addition or the product or both of two or more time series. We are often interested in the study of the properties of aggregates which are, in turn, dependent on the properties of the constituent series. Motivated by this problem, the authors study in this paper the properties of models generated by the operator (Σ+II) on autoregressive-moving-average (ARMA) processes of orders (pi,qi), i = l→n . A few practical examples where such models have been used are given in the introduction and an illustrative numerical example is discussed at the end of the paper. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 12 van 26 gevonden artikelen
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