An interpolation algorithm for multivariate ARMA processes
Article Properties
-
LanguageEnglish
-
DOI (url)
-
Publication Date2011/12/01
-
Journal
-
Indian UGC (journal)
-
Refrences9
-
Mehrnaz Mohammadpour
-
Ahmad Reza
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
You May Also Like
- Robustness issues in multilevel regression analysis
- Panel unit root tests under cross‐sectional dependence
- Non‐ and semi‐parametric estimation of interaction in inhomogeneous point patterns
- A Test for Normality of Observations and Regression Residuals
- Sensitivity and Uncertainty Analysis of Complex Models of Disease Transmission: An HIV Model, as an Example
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
Moving Average Representations for Multivariate Stationary Processes | Journal of Time Series Analysis |
| 5 | 2006 |
| Forward Moving Average Representation in Multivariate MA(1) Processes | Communications in Statistics - Theory and Methods |
| 6 | 2010 |
| Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes | Stochastic Analysis and Applications |
| 3 | 2009 |
| Algorithms for Linear Interpolator and Interpolation Error for Minimal Stationary Stochastic Processes | The Annals of Probability |
| 15 | 1979 |
| Soltani, A. R. and Yaghmaee, F. (2001) An algorithm to interpolate noise in second order stationary sequences, J. Appl. Statist. Sci., 10(3), 223–235. | 2001 |