El-Sayed, Sayed Mesheal; El-Sheikh, Ahmed Amin; Issa, Mohamed Khalifa Ahmed; Azmy, Hadia Faried Mohamed Ahmed A closed form of biased AR(1) model. (English) Zbl 1378.62066 Adv. Appl. Stat. 50, No. 3, 191-199 (2017). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Alsaleh, Mohammed Ahmed Ali; Al-Kandary, Ahmad Mohamad Forecasting exchange rate: a time series analysis. (English) Zbl 1198.62122 Adv. Appl. Stat. 16, No. 2, 191-199 (2010). MSC: 62M20 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: Link
Tsay, Wen-Jen Maximum likelihood estimation of stationary multivariate ARFIMA processes. (English) Zbl 1395.62261 J. Stat. Comput. Simulation 80, No. 7, 729-745 (2010). MSC: 62M09 62M10 60G18 × Cite Format Result Cite Review PDF Full Text: DOI
Biswas, Atanu; Song, Peter X.-K. Discrete-valued ARMA processes. (English) Zbl 1169.62073 Stat. Probab. Lett. 79, No. 17, 1884-1889 (2009). MSC: 62M10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Park, Jung Wook; Genton, Marc G.; Ghosh, Sujit K. Nonparametric autocovariance estimation from censored time series by Gaussian imputation. (English) Zbl 1155.62068 J. Nonparametric Stat. 21, No. 2, 241-259 (2009). MSC: 62M10 62G08 65C60 62G05 62P12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dakhmouche, Meghlaoui Determination of initial values for the unconditional likelihood function of a moving averages process. (English) Zbl 1078.62090 Far East J. Theor. Stat. 17, No. 1, 31-42 (2005). MSC: 62M10 62M20 × Cite Format Result Cite Review PDF
Merlevède, Florence On the invertibility of Hilbert space valued linear processes. (Sur l’inversibilité des processus linéaires à valeurs dans un espace de Hilbert.) (French) Zbl 0838.60037 C. R. Acad. Sci., Paris, Sér. I 321, No. 4, 477-480 (1995). MSC: 60G25 46N30 60G12 × Cite Format Result Cite Review PDF
Dewson, T.; Irving, A. D. Response function estimation from multi-input systems. (English) Zbl 0820.62089 Appl. Math. Modelling 19, No. 2, 76-86 (1995). MSC: 62N99 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Hamilton, David C.; Wu, Ka Ho Confidence regions for parameters in the \(AR(1)\) model. (English) Zbl 0819.62071 J. Time Ser. Anal. 16, No. 3, 249-265 (1995). MSC: 62M10 62F25 × Cite Format Result Cite Review PDF Full Text: DOI
Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. Time series analysis. Forecasting and control. 3rd ed. (English) Zbl 0858.62072 Englewood Cliffs, NJ: Prentice Hall. xvi, 598 p. (1994). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62-01 62M20 × Cite Format Result Cite Review PDF
Yajima, Yoshihiro Statistical inference of strongly dependent time series. (English. Japanese original) Zbl 0893.62093 Sugaku Expo. 9, No. 2, 227-242 (1996); translation from Sugaku 46, No. 4, 336-351 (1994). MSC: 62M10 × Cite Format Result Cite Review PDF
Anderson, Dale N.; Arnold, Barry C. Linnik distributions and processes. (English) Zbl 0777.62086 J. Appl. Probab. 30, No. 2, 330-340 (1993). Reviewer: R.Theodorescu (Quebec) MSC: 62M10 62E10 60G10 62M99 × Cite Format Result Cite Review PDF Full Text: DOI
Azrak, R.; Mélard, G. Exact maximum likelihood estimation for extended ARIMA models. (English) Zbl 0880.62086 Subba Rao, T. (ed.), Developments in time series analysis. In honour of Maurice B. Priestley. London: Chapman & Hall. 110-123 (1993). MSC: 62M10 62M09 62F10 × Cite Format Result Cite Review PDF
Voss, D. A.; Oprian, C. A.; Aroian, L. A. Moving average models. Time series in m-dimensions. (English) Zbl 0453.62079 Commun. Stat., Simulation Comput. B9, 467-489 (1980). MSC: 62M10 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Aroian, Leo A. Time series in m-dimensions. Definition, problems and prospects. (English) Zbl 0453.62077 Commun. Stat., Simulation Comput. B9, 453-465 (1980). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Laurie, D. P. Efficient implementation of Wilson’s algorithm for factorizing a self- reciprocal polynomial. (English) Zbl 0427.65033 BIT, Nord. Tidskr. Inf.-behandl. 20, 257-259 (1980). MSC: 65H05 30D05 62M10 12D05 65F30 15A23 × Cite Format Result Cite Review PDF Full Text: DOI