Repeated time series analysis of ARIMA-noise models
Repeated time series analysis of ARIMA-noise models
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DOI：
10.1080/07350015.1990.10509796
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发表时间：
1990-04
影响因子：
2
通讯作者：
W. Wong;R. Miller
中科院分区：
文献类型：
--
作者：
W. Wong;R. Miller
本文提出了一种自回归积分滑动平均噪声（ARIMAN）过程的重复时间序列（RTS）测量理论和方法。该理论使我们能够放松ARIMAN模型的正态性假设，并确定模型的每个组件系列的过程。我们讨论的属性，估计和预测的RTS ARIMAN模型，并举例说明。
This article develops a theory and methodology for repeated time series (RTS) measurements on autoregressive integrated moving average-noise (ARIMAN) process. The theory enables us to relax the normality assumption in the ARIMAN model and to identify models for each component series of the process. We discuss the properties, estimation, and forecasting of RTS ARIMAN models and illustrate with examples.