Some properties of the generalized autoregressive moving average (GARMA (1,1,d1,d2) ) model.
Main Authors: | Shitan, Mahendran, R. Pillai, Thulasyammal, Peiris, Shelton |
---|---|
Format: | Article |
Language: | English |
Published: |
Taylor & Francis
2012
|
Online Access: | http://psasir.upm.edu.my/id/eprint/25209/ http://psasir.upm.edu.my/id/eprint/25209/ |
Similar Items
-
Application of GARMA(1,1;1,d) model to GDP in Malaysia: An illustrative example.
by: Shitan, Mahendran, et al.
Published: (2011) -
Time series properties of the class of generalized first-order autoregressive processes with moving average errors
by: Peiris, Shelton, et al.
Published: (2009) -
Time series properties of the class of generalized first order autoregressive processes with moving average errors
by: Shitan, Mahendran, et al.
Published: (2011) -
Autocovariance and autocorrelation structures of the generalised autoregressive moving average (GARMA(1,3
by: Part Time Noor Husna binti Mohamad Zayadi
Published: (2017) -
An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
by: Pillai , Thulasyammal Ramiah, et al.
Published: (2012)