Autoregressive moving-average model: Difference between revisions

Revision as of 18:57, 20 August 2023

Revision as of 20:23, 20 August 2023

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== References ==

{{Reflist}}

== Further reading ==

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* {{cite book |last=Percival |first=Donald B. |first2=Andrew T. |last2=Walden |title=Spectral Analysis for Physical Applications |publisher=Cambridge University Press |year=1993 |isbn=052135532X }}

* {{citation| first1= C. | last1= Francq | first2= J.-M. | last2= Zakoïan | chapter= Recent results for linear time series models with non independent innovations | pages= 241–265 | title= Statistical Modeling and Analysis for Complex Data Problems | editor1-first= P. |editor1-last= Duchesne | editor2-first=B. | editor2-last= Remillard | publisher= Springer | year= 2005| citeseerx= 10.1.1.721.1754 }}.

* [https://link.springer.com/book/10.1007/978-3-319-52452-8 Shumway, R.H. and Stoffer, D.S. (2017). ''Time Series Analysis and Its Applications with R Examples''. Springer. DOI: 10.1007/978-3-319-52452-8]

{{Stochastic processes}}