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Simple Models For Positive Valued And Discrete Valued Time Series With Arma Correlation Structure by Lewis%2c Peter A. W.

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1DTIC ADA066355: Simple Models For Positive-Valued And Discrete-Valued Time Series With ARMA Correlation Structure.

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Three models for positive-valued and discrete-valued stationary time series are discussed. All have the property that for a range of specified marginal distributions the time series have the same correlation structure as the usual linear, autoregressive-moving average (ARMA) model. The models differ in the range of marginal distributions which can be accommodated and in the simplicity and flexibility of each model. Specifically the EARMA-type processes can be extended from the exponential distribution to a rather narrow range of continuous distributions; the DARMA-type processes can be defined usefully for any discrete marginal distribution and are simple and flexible. Finally the marginally controlled semiMarkov generated process can be defined for any continuous or discrete positive-valued distribution and is therefore very flexible. However, the model suffers from some complexity and parametric obscurity. (Author)

“DTIC ADA066355: Simple Models For Positive-Valued And Discrete-Valued Time Series With ARMA Correlation Structure.” Metadata:

  • Title: ➤  DTIC ADA066355: Simple Models For Positive-Valued And Discrete-Valued Time Series With ARMA Correlation Structure.
  • Author: ➤  
  • Language: English

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The book is available for download in "texts" format, the size of the file-s is: 34.66 Mbs, the file-s for this book were downloaded 69 times, the file-s went public at Sun Sep 03 2017.

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2Simple Models For Positive-valued And Discrete-valued Time Series With ARMA Correlation Structure

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“Simple Models For Positive-valued And Discrete-valued Time Series With ARMA Correlation Structure” Metadata:

  • Title: ➤  Simple Models For Positive-valued And Discrete-valued Time Series With ARMA Correlation Structure
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  • Language: en_US,eng

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The book is available for download in "texts" format, the size of the file-s is: 25.94 Mbs, the file-s for this book were downloaded 126 times, the file-s went public at Thu Oct 08 2015.

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3Simple Models For Positive-valued And Discrete-valued Time Series With ARMA Correlation Structure

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Title from cover

“Simple Models For Positive-valued And Discrete-valued Time Series With ARMA Correlation Structure” Metadata:

  • Title: ➤  Simple Models For Positive-valued And Discrete-valued Time Series With ARMA Correlation Structure
  • Author:
  • Language: en_US

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The book is available for download in "texts" format, the size of the file-s is: 50.79 Mbs, the file-s for this book were downloaded 380 times, the file-s went public at Wed Dec 12 2012.

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Abbyy GZ - Animated GIF - Archive BitTorrent - Cloth Cover Detection Log - DjVu - DjVuTXT - Djvu XML - Dublin Core - Item Tile - MARC - MARC Binary - MARC Source - Metadata - OCR Page Index - OCR Search Text - Page Numbers JSON - Scandata - Single Page Original JP2 Tar - Single Page Processed JP2 ZIP - Text PDF - chOCR - hOCR -

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