Year: 2014
Type: preprint
Abstract: An ARMA model can be fully determined based on either its spectral density, or its correlogram, i.e. a formula for computing the corresponding k th serial correlation for any integer k. In this article we describe how to find, given one of these three ways of specifying the model, the other two.
Source: arXiv (Cornell University)
Author: Vrbik, Jan
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W314641344