Interrelationships between Autoregressive and Moving Average Models--the ARMA Model: General Considerations in M Dimensions.

Abstract

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. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 15, 1978
Accession Number
ADA054587

Entities

People

  • C. Oprian
  • D. Voss
  • L. A. Aroian
  • Veena Taneja

Organizations

  • Union College

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Coefficients
  • Covariance
  • Data Science
  • Equations
  • Human Geography
  • Information Science
  • Military Research
  • New York
  • Power Spectra
  • Spectra
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Stochastic Processes
  • Surveys
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Theoretical Analysis.