Properties of selected garma models and their estimation procedures

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Properties of selected garma models and their estimation procedures

Time series is an ordered sequence of random variables. In other words, a time series is a set of observations fxtg, each one being recorded at a speci¯c time t. Usually time series are modelled as Autoregressive Moving Average (ARMA), Autoregressive Integrated Moving Average (ARIMA), Autoregressive...

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Bibliographic Details
Main Author:	Ramiah Pillai, Thulasyammal
Format:	Thesis
Language:	English
Published:	2012
Subjects:	Time-series analysis Mathematical models Estimation theory
Online Access:	http://psasir.upm.edu.my/id/eprint/31440/ http://psasir.upm.edu.my/id/eprint/31440/7/IPM%202012%205R.pdf

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