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General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model

 

作者: C. Oprian,   V Taneja,   D Voss,   L. A Aroian,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1980）
卷期: Volume 9, issue 5  

页码: 515-532

 

ISSN:0361-0918

 

年代: 1980

 

DOI:10.1080/03610918008812171

 

出版商: Marcel Dekker, Inc.

 

关键词: linear stochastic model;random shocks in space and time;power spectra

 

数据来源: Taylor

 

摘要:

The paper describes a general linear stochastic model which supposes a time series to be generated by a linear aggregation of random shocks at various temporal and spatial locations. It is a combination of autoregressive and moving average models (ARMA). The autocorrelation functions and power spectra are determined,

 

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