scholarly journals HAC estimation and strong linearity testing in weak ARMA models

2007 ◽  
Vol 98 (1) ◽  
pp. 114-144 ◽  
Author(s):  
Christian Francq ◽  
Jean-Michel Zakoïan
Keyword(s):  
Arma Models ◽  
Hac Estimation ◽  
Linearity Testing

scholarly journals M-regression spectral estimator for periodic ARMA models. An empirical investigation

2021 ◽  
Author(s):  
Alessandro José Queiroz Sarnaglia ◽  
Valdério Anselmo Reisen ◽  
Pascal Bondon ◽  
Céline Lévy-Leduc
Keyword(s):  
Empirical Investigation ◽  
Arma Models ◽  
Spectral Estimator

Analysis and decision of heart sounds via ARMA models

Measurement ◽  
1987 ◽  
Vol 5 (3) ◽  
pp. 102-106 ◽  
Author(s):  
Xin Tian ◽  
Zhong Tan
Keyword(s):  
Heart Sounds ◽  
Arma Models

Some ARMA models for dependent sequences of poisson counts

1988 ◽  
Vol 20 (4) ◽  
pp. 822-835 ◽  
Author(s):  
Ed Mckenzie
Keyword(s):  
Asymptotic Behaviour ◽  
Discrete Time ◽  
Joint Distribution ◽  
Autoregressive Process ◽  
Two Dimensional ◽  
Arma Models ◽  
Time Reversibility ◽  
Vector Autoregressive ◽  
Arma Processes ◽  
Vector Autoregressive Process

A family of models for discrete-time processes with Poisson marginal distributions is developed and investigated. They have the same correlation structure as the linear ARMA processes. The joint distribution of n consecutive observations in such a process is derived and its properties discussed. In particular, time-reversibility and asymptotic behaviour are considered in detail. A vector autoregressive process is constructed and the behaviour of its components, which are Poisson ARMA processes, is considered. In particular, the two-dimensional case is discussed in detail.

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