Temporal series or chronological series : ARMA process

ARMA process
Temporal series or chronological series

Author : Michel PRENAT

Review date: January 6, 2020 | Lire en français

Add to my library

5. ARMA process

ARMA (Autoregressive Moving Average) models can be used to account for the behavior of a large number of stationary random processes.

The process (X_t), where $t \in ℤ$ , is an ARMA (p, q ) of zero mean if :

{\begin{array}{l} (X_{t}) est stationnaire \end{array}

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource. Click here to request your free trial access!

Already subscribed? Log in!

Ongoing reading
ARMA process

(1) - ALLAN (D.W.) - Statistics of atomic frequency standards. - IEEE Proceedings, 54, p. 221-235 (1966).
(2) - AZENCOTT (R.), DACUNHA-CASTELLE (D.) - Séries d'observations irregulières. Modélisation et prévision. - Masson (1984).
...

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource. Click here to request your free trial access!

Already subscribed? Log in!

Article included in this offer

Updated and enriched with articles validated by our scientific committees

Services

A set of exclusive tools to complement the resources