Found 39 Documents (Results 1–39)
Adaptive order determination for constructing time series forecasting models. (English) Zbl 1343.62074
Forward moving average representations for MA processes of finite order: multivariate stationary and periodically correlated. (English) Zbl 1398.62242
An immune based multiobjective GEP algorithm for identifying polynomial NARMAX model. (Chinese. English summary) Zbl 1313.93212
On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations. (English) Zbl 1183.65043
Reviewer: Thomas Sonar (Braunschweig)
Moving average representations for multivariate stationary processes. (English) Zbl 1150.62051
Reviewer: Aleksandr D. Borisenko (Kyïv)
Factorization of moving-average spectral densities by state-space representations and stacking. (English) Zbl 1077.62074
Proper moving average representations and outer functions in two variables. (English) Zbl 1010.60043
Reviewer: Jiří Anděl (Praha)
A characterization and moving average representation for stable harmonizable processes. (English) Zbl 0857.60037
Matrix representations of spectral coefficients of randomly sampled ARMA models. (English) Zbl 0814.62057
Prediction and fundamental moving averages for discrete multidimensional harmonizable processes. (English) Zbl 0809.60053
MSC:
60G25
ARMA approximations and representations of a stationary time series. (English) Zbl 0764.62072
MSC:
62M10
Parametrizations of linear stochastic systems. (English) Zbl 0788.93082
Gerencsér, L. (ed.) et al., Topics in stochastic systems: modelling, estimation and adaptive control. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 161, 47-65 (1991).
Structure and moving average representation for multidimensional strongly harmonizable processes. (English) Zbl 0741.60030
Reviewer: I.Křivý (Ostrava)
Statistical methods in engineering and quality assurance. (English) Zbl 0764.62084
Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics. New York etc.: John Wiley & Sons. xvi, 373 p. (1990).
Reviewer: E.v.Collani (Würzburg)
Stochastic processes indexed by hypergroups. I. (English) Zbl 0668.60041
Reviewer: R.Lasser
Two-dimensional long memory models. (English) Zbl 0649.62086
Reviewer: I.G.Zhurbenko
MSC:
62M10
Special representations of weakly harmonizable processes. (English) Zbl 0647.60044
Reviewer: E.McKenzie
State variable representations in digital control systems with MA- prefiltered measurements. (English) Zbl 0644.93036
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series. (English) Zbl 0644.62089
MSC:
62M10
Correlation theory of stationary and related random functions. Volume I: Basic results. (English) Zbl 0685.62077
Springer Series in Statistics. New York etc.: Springer-Verlag. XIV, 526 p.; DM 115.00 (1987).
Reviewer: J.Franke
Degenerate multivariate stationary processes: Basicity, past and future, and autoregressive representation. (English) Zbl 0658.62113
Reviewer: E.J.Hannan
Eine Bemerkung zu Gleitenden-Mittel-Darstellungen q-dimensionaler stationärer Prozesse. (A note on moving average representations of q- dimensional stationary processes). (German) Zbl 0621.60010
Some asymptotic properties of the sample covariances of Gaussian autoregressive moving-average processes. (English) Zbl 0607.62107
Gleitende-Mittel-Darstellungen für Banach-Raum-wertige homogene verallgemeinerte zufällige Felder. (Moving average representation for Banach space valued homogeneous generalized random fields). (German) Zbl 0606.60039
The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series. (English) Zbl 0595.62095
MSC:
62M15
Structural identification of linear multivariable systems using overlapping forms: a new parametrization. (English) Zbl 0555.93012
Reviewer: T.Sasagawa
Exact likelihood for stationary vector autoregressive moving average processes. (English) Zbl 0511.93065
Algorithmes rapides pour le traitement des systemes dynamiques lineaires, Colloq., Aussois/France 1981, Tome 2, Exp. No. 9, 24 p. (1981).
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