summary:The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-average (ARMA) models. We determine precisely the spectrum numerator coefficients of the randomly sampled ARMA models. We give results when the non-zero poles of the initial ARMA model are simple. We first prove the results when the probability generating function of the random sampling law is injective, then we precise the results when it is not injective
Recently, several researchers have proposed methods for estimating an autoregressive-moving average ...
In this paper we propose a method to derive the spectral density function of Markov Switching ARMA m...
Autoregressive (AR) and autoregressive moving average (ARMA) processes with multivariate exponential...
summary:The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-...
AbstractThe paper is devoted to the spectrum of univariate randomly sampled autoregressive moving-av...
Autoregressive (AR), moving average (MA) and autoregressive moving average (ARMA) systems for the si...
Alternatively to the autoregressive (AR) models examined in Introduction In the first part of this s...
This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models...
We present various formulae in closed form for the spectral density of multivariate or univariate AR...
AbstractThe purpose of this paper is to extend the class of AR(1) models introduced by Aly and Bouza...
This study provides a comprehensive overview of changes in the autoregressive-moving- average model ...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
The paper deals with some properties of the (Gaussian) likelihood function for multivariable ARMA mo...
The large-sample distribution of the multivariate residual autocorrelations in the vector ARMA model...
Bezerra et al. (2008) proposed a new method, based on Yule-Walker equations, to estimate the ARMA sp...
Recently, several researchers have proposed methods for estimating an autoregressive-moving average ...
In this paper we propose a method to derive the spectral density function of Markov Switching ARMA m...
Autoregressive (AR) and autoregressive moving average (ARMA) processes with multivariate exponential...
summary:The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-...
AbstractThe paper is devoted to the spectrum of univariate randomly sampled autoregressive moving-av...
Autoregressive (AR), moving average (MA) and autoregressive moving average (ARMA) systems for the si...
Alternatively to the autoregressive (AR) models examined in Introduction In the first part of this s...
This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models...
We present various formulae in closed form for the spectral density of multivariate or univariate AR...
AbstractThe purpose of this paper is to extend the class of AR(1) models introduced by Aly and Bouza...
This study provides a comprehensive overview of changes in the autoregressive-moving- average model ...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
The paper deals with some properties of the (Gaussian) likelihood function for multivariable ARMA mo...
The large-sample distribution of the multivariate residual autocorrelations in the vector ARMA model...
Bezerra et al. (2008) proposed a new method, based on Yule-Walker equations, to estimate the ARMA sp...
Recently, several researchers have proposed methods for estimating an autoregressive-moving average ...
In this paper we propose a method to derive the spectral density function of Markov Switching ARMA m...
Autoregressive (AR) and autoregressive moving average (ARMA) processes with multivariate exponential...