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American Journal of Mathematical and Management Sciences Volume 3, 1983 - Issue 1
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Original Articles

On Sampling from an IMA (0, 1, 1) Process

William G. HunterDepartment of Statistics and Engineering Experiment StationUniversity of Wisconsin-Madison
&
C. P. KarthaSchool of Management University of Michigan - Flint
Pages 35-46 | Published online: 14 Aug 2013
 
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SYNOPTIC ABSTRACT

Explicit expressions are derived that relate the parameters of a sampled process to those of the integrated moving average (0,1,1) process from which it is obtained. An industrial application illustrating the use of these expressions is provided.

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