Zobrazeno 1 - 10
of 120
pro vyhledávání: '"Rosenblatt, Murray"'
Publikováno v:
IMS Lecture Notes Monograph Series 2006, Vol. 52, 1-19
The first-order moving average model or MA(1) is given by $X_t=Z_t-\theta_0Z_{t-1}$, with independent and identically distributed $\{Z_t\}$. This is arguably the simplest time series model that one can write down. The MA(1) with unit root ($\theta_0=
Externí odkaz:
http://arxiv.org/abs/math/0702762
Autor:
Lii, Keh-Shin, Rosenblatt, Murray
Publikováno v:
Annals of Statistics 2006, Vol. 34, No. 3, 1115-1139
Processes with almost periodic covariance functions have spectral mass on lines parallel to the diagonal in the two-dimensional spectral plane. Methods have been given for estimation of spectral mass on the lines of spectral concentration if the loca
Externí odkaz:
http://arxiv.org/abs/math/0607802