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Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 1. Autoregressive Models

机译：综合自回归 - 移动平均时间序列模型中参数的估计。第1部分。自回归模型

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A very useful class of stochastic models for the representation of time series such as occur in economics, business, and engineering are the integrated auto-regressive moving average processes. The paper provides a discussion of estimation of the auto-regressive parameters from the Bayesian viewpoint. (Author)

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作者
Box, G. E. P.; Jenkins, G. M.;
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年度 1972
页码 p.1-21
总页数 21
原文格式 PDF
正文语种 eng
中图分类
关键词
Time series analysis ; Correlation techniques ; Distribution functions ; Random variables ; Polynomials ; Matrix algebra;

机译：时间序列分析;相关技术;分布函数;随机变量;多项式;矩阵代数;

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1. On the Comparative Performance of Pure Vector Autoregressive-Moving Average and Vector Bilinear Autoregressive-Moving Average Time Series Models [J] . I.A. Iwok, E.H. Etuk Asian Journal of Mathematics & Statistics . 2009,第2期

机译：纯矢量自回归移动平均时间模型和矢量双线性自回归移动平均时间序列模型的比较性能
2. Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models [J] . Rongning Wu Statistics & Probability Letters . 2014,第Null期

机译：一般分数积分自回归移动平均时间序列模型的最小绝对偏差估计
3. On the Estimation and Performance of One-dimensional Autoregressive Integrated Moving Average Bilinear Time Series Models [J] . J.F. Ojo Asian Journal of Mathematics & Statistics . 2010,第4期

机译：一维自回归综合移动平均双线性时间序列模型的估计和性能
4. Hybrid approach Wavelet seasonal autoregressive integrated moving average model (WSARIMA) for modeling time series [C] . Zuzana Jankova, Petr Dostal International Conference "Applications of Mathematics in Engineering and Economics" . 2021

机译：混合方法小波季节性自回归综合移动平均模型（WSARIMA）用于建模时间序列
5. Two essays on time series econometrics: Multiple time series analysis of the Asian crisis and estimation and inference of the nonstationary structural vector autoregressive model. [D] . Wang, Siyan. 2001

机译：关于时间序列计量经济学的两篇文章：亚洲危机的多个时间序列分析以及非平稳结构向量自回归模型的估计和推断。
6. Assessment of autoregressive integrated moving average (ARIMA), generalized linear autoregressive moving average (GLARMA), and random forest (RF) time series regression models for predicting influenza A virus frequency in swine in Ontario, Canada [O] . Tatiana Petukhova, Davor Ojkic, Beverly McEwen, 2012

机译：评估加拿大安大略省猪甲型流感病毒频率的自回归综合移动平均值（ARIMA），广义线性自回归移动平均值（GLARMA）和随机森林（RF）时间序列回归模型
7. On the Comparative Performance of Pure Vector Autoregressive-Moving Average and Vector Bilinear Autoregressive-Moving Average Time Series Models [O] . I.A. Iwok, E.H. Etuk 2009

机译：论纯载体自回归移动平均值的比较表现和向量双线性自回转 - 移动平均时间序列模型
8. Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 2. Moving Average and Mixed Models [R] . Box, G. E. P., Jenkins, G. M. 1972

机译：综合自回归 - 移动平均时间序列模型中参数的估计。第2部分。移动平均线和混合模型

Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 1. Autoregressive Models

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