相似文献(共20条): |
[1]、 | Oliver D. Anderson,Jan G. De Gooijer.Sampled autocovariance and autocorrelation results for linear time processes[J].统计学通讯:模拟与计算,2013,42(2):489-513. |
[2]、 | Junji Nakano,Shigemi Tagami.On the variance of the sample autocovariance function for a gaussian once integrated first order moving average process[J].统计学通讯:模拟与计算,2013,42(5):637-639. |
[3]、 | Prediction in moving average processes[J].Journal of statistical planning and inference |
[4]、 | J. G. de Gooijer.On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process[J].Statistical Papers,1978,19(2):114-123. |
[5]、 | O.D. Anderson.On the invertibility conditions for moving average processes[J].Statistics,2013,47(4):525-529. |
[6]、 | Jong-Il Baek,Tae-Sung Kim, Han-Ying Liang.On the convergence of moving average processes under dependent conditions[J].Australian & New Zealand Journal of Statistics,2003,45(3):331-342. |
[7]、 | Sherzod B. Akhundjanov.Exponentially weighted moving average charts for correlated multivariate Poisson processes[J].统计学通讯:理论与方法,2017,46(10):4977-5000. |
[8]、 | Ibnu Hadi.A method for computing the autocovariance of renewal processes[J].Journal of the Korean Statistical Society,2018,47(4):491-508. |
[9]、 | U. Hassler.The sample autocorrelation function of I(1) processes[J].Statistical Papers,1994,35(1):1-16. |
[10]、 | R. SETTIMI,P. G. BLACKWELL.Conditional simulation for moving average processes with discrete or continuous values[J].Statistics and Computing,1998,8(2):135-144. |
[11]、 | Neville Davies,Paul Newbold.Sample moments of the autocorrelations of moving average processes and a modification to bartlett\'sasymptotic variance formula[J].统计学通讯:理论与方法,2013,42(14):1473-1481. |
[12]、 | O. D. Anderson.A further note on the stationarity and invertibility restraints on the parameters of mixed autoregressive moving average processes[J].Statistical Papers,1977,18(1):49-52. |
[13]、 | Paul Blackwell.The efficient estimation of tail probabilities for extremes of moving average processes using conditional simulation[J].Statistics and Computing,1994,4(3):213-218. |
[14]、 | Antti J. Kanto.A characterization of the inverse autocorrelation function[J].统计学通讯:理论与方法,2013,42(20):2503-2510. |
[15]、 | ByoungSeon Choi.On the asymptotic distributions of mean,autocovariance, autocorrelation,crossgovariancb and impulse response estimators of a stationary multidimensional random field[J].统计学通讯:理论与方法,2013,42(8):1703-1724. |
[16]、 | Stefan H. Steiner,& R. Jock MacKay.Monitoring processes with data censored owing to competing risks by using exponentially weighted moving average control charts[J].Journal of the Royal Statistical Society. Series C, Applied statistics,2001,50(3):293-302. |
[17]、 | The specification of vector autoregressive moving average models[J].Journal of Statistical Computation and Simulation |
[18]、 | Bruce K. Koons,Robert V. Foutz.Estimating moving average parameters in the presence of measurement error[J].统计学通讯:理论与方法,2013,42(9):3179-3187. |
[19]、 | Rubing Liang,Cuizhen Niu,Zhiqiang Zhang.Nonlinearity testing and modeling for threshold moving average models[J].Journal of applied statistics,2015,42(12):2614-2630. |
[20]、 | Jong Hyup Lee.Estimation for the autoregressive moving average process observed with noise[J].Journal of applied statistics,1996,23(6):589-600. |