Root tracking using time-varying autoregressive moving average models and sigma-point Kalman filters

EURASIP Journal on Advances in Signal Processing ◽

10.1186/s13634-020-00666-7 ◽

2020 ◽

Vol 2020 (1) ◽

Author(s):

Kyriaki Kostoglou ◽

Michael Lunglmayr

Keyword(s):

Kalman Filters ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Varying ◽

Sigma Point ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

Time Varying Autoregressive Moving Average Models for Covariance Estimation

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2256900 ◽

2013 ◽

Vol 61 (11) ◽

pp. 2791-2801 ◽

Author(s):

Ami Wiesel ◽

Ofir Bibi ◽

Amir Globerson

Keyword(s):

Moving Average ◽

Covariance Estimation ◽

Autoregressive Moving Average ◽

Time Varying ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

Bivariate Exponential and Geometric Autoregressive and Autoregressive Moving Average Models.

10.21236/ada185591 ◽

1986 ◽

Author(s):

H. W. Block ◽

N. A. Langberg ◽

D. S. Stoffer

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Bivariate Exponential ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1992.tb00091.x ◽

1992 ◽

Vol 13 (1) ◽

pp. 1-18 ◽

Author(s):

Hector Allende ◽

Siegfried Heiler

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

M Estimates ◽

Autoregressive Moving Average Models

Download Full-text

Generalized Autoregressive Moving Average Models with GARCH Errors*

Journal of Time Series Analysis ◽

10.1111/jtsa.12602 ◽

2021 ◽

Author(s):

Tingguo Zheng ◽

Han Xiao ◽

Rong Chen

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions

SSRN Electronic Journal ◽

10.2139/ssrn.886092 ◽

2006 ◽

Author(s):

Richard Startz

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

On Robust Estimation of Parameters for Autoregressive Moving Average Models

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_16 ◽

1984 ◽

pp. 273-286

Author(s):

Pham Dinh Tuan

Keyword(s):

Robust Estimation ◽

Moving Average ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

On Causality And Invertibility Parameters of Some Classes Of Autoregressive Moving Average Models

Journal of Statistics Applications & Probability Letters ◽

10.18576/jsapl/080102 ◽

2021 ◽

Vol 8 (1) ◽

pp. 15-22

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

Maximum Likelihood Estimation for Vector Autoregressive Moving Average Models

10.21236/ada060867 ◽

1978 ◽

Author(s):

Theodore W. Anderson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Moving Average ◽

Vector Autoregressive ◽

Moving Average Models ◽

Vector Autoregressive Moving Average ◽

Autoregressive Moving Average Models

Download Full-text

Robust Estimation Of Autoregressive Moving Average Models

Mathematical Statistics and Applications ◽

10.1007/978-94-009-5438-0_21 ◽

1985 ◽

pp. 299-309

Author(s):

Norbert Stockinger

Keyword(s):

Robust Estimation ◽

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text

A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2007.00531.x ◽

2007 ◽

Vol 28 (5) ◽

pp. 783-791 ◽

Author(s):

E. J. Godolphin ◽

J. D. Godolphin

Keyword(s):

Moving Average ◽

Information Matrix ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

Autoregressive Moving Average Models

Download Full-text