ARMA Models over Orthonormal Wavelet Subbands

2006 IEEE 12th Digital Signal Processing Workshop & 4th IEEE Signal Processing Education Workshop ◽

10.1109/dspws.2006.265422 ◽

2006 ◽

Author(s):

Nurgun Erdol ◽

Renata Tourinho

Keyword(s):

Arma Models ◽

Orthonormal Wavelet

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System Order Estimation of ARMA Models by Ladder Canonical Forms

10.23919/acc.1983.4788261 ◽

1983 ◽

Author(s):

Daniel T. L. Lee

Keyword(s):

Canonical Forms ◽

Arma Models ◽

Order Estimation ◽

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On Diagnostic Checking in ARMA models with Conditionally Heteroscedastic Martingale Difference Using Wavelet Methods

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.04.003 ◽

2021 ◽

Author(s):

Linyuan Li ◽

Pierre Duchesne ◽

Chu Pheuil Liou

Keyword(s):

Martingale Difference ◽

Arma Models ◽

Diagnostic Checking ◽

Wavelet Methods

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ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1988.tb00470.x ◽

1988 ◽

Vol 9 (3) ◽

pp. 265-279 ◽

Author(s):

Pham Dinh Tuan

Keyword(s):

Order Selection ◽

Arma Models ◽

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

Stochastic Environmental Research and Risk Assessment ◽

10.1007/s00477-020-01958-y ◽

2021 ◽

Author(s):

Alessandro José Queiroz Sarnaglia ◽

Valdério Anselmo Reisen ◽

Pascal Bondon ◽

Céline Lévy-Leduc

Keyword(s):

Empirical Investigation ◽

Arma Models ◽

Spectral Estimator

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Semi-Parametric Estimation for Non-Gaussian Non-Minimum Phase ARMA Models

Journal of Time Series Analysis ◽

10.1111/jtsa.12253 ◽

2017 ◽

Vol 39 (3) ◽

pp. 251-272 ◽

Author(s):

Richard A. Davis ◽

Jing Zhang

Keyword(s):

Parametric Estimation ◽

Minimum Phase ◽

Arma Models ◽

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Necessary and sufficient conditions for constructing orthonormal wavelet bases

Journal of Mathematical Physics ◽

10.1063/1.529093 ◽

1991 ◽

Vol 32 (1) ◽

pp. 57-61 ◽

Author(s):

Wayne M. Lawton

Keyword(s):

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Orthonormal Wavelet ◽

Wavelet Bases ◽

Necessary And Sufficient

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A new family of orthonormal wavelet bases

Journal of Geodesy ◽

10.1007/s001900050168 ◽

1998 ◽

Vol 72 (5) ◽

pp. 294-303 ◽

Author(s):

L. T. Liu ◽

H. T. Hsu ◽

B. X. Gao

Keyword(s):

Orthonormal Wavelet ◽

Wavelet Bases ◽

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Introduction to Orthonormal Wavelet Analysis with Shift Invariance: Application to Observed Atmospheric Blocking Spatial Structure

Journal of the Atmospheric Sciences ◽

10.1175/1520-0469(2000)057<3856:itowaw>2.0.co;2 ◽

2000 ◽

Vol 57 (23) ◽

pp. 3856-3880 ◽

Author(s):

Aimé Fournier

Keyword(s):

Wavelet Analysis ◽

Spatial Structure ◽

Atmospheric Blocking ◽

Orthonormal Wavelet ◽

Shift Invariance

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ARMA models of program behaviour

Proceedings of the 1986 ACM SIGMETRICS joint international conference on Computer performance modelling, measurement and evaluation - SIGMETRICS '86/PERFORMANCE '86 ◽

10.1145/317499.317550 ◽

1986 ◽

Author(s):

Ilkka Haikala

Keyword(s):

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On the usefulness of singular value decomposition-ARMA models in Doppler ultrasound

IEEE Transactions on Ultrasonics Ferroelectrics and Frequency Control ◽

10.1109/58.84286 ◽

1991 ◽

Vol 38 (5) ◽

pp. 418-428 ◽

Author(s):

F. Forsberg

Keyword(s):

Singular Value Decomposition ◽

Doppler Ultrasound ◽

Singular Value ◽

Arma Models ◽

Value Decomposition

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