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Communications in Statistics - Theory and Methods Volume 40, 2011 - Issue 13
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Original Articles

Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors

Mahendran Shitan Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, Serdang, Malaysia; Laboratory of Computational Statistics and Operations Research, Institute for Mathematical Research, Universiti Putra Malaysia, Serdang, MalaysiaCorrespondence[email protected]
&
Shelton Peiris School of Mathematics and Statistics, University of Sydney, Sydney, Australia
Pages 2259-2275 | Received 29 Jul 2009, Accepted 09 Mar 2010, Published online: 13 Apr 2011

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Read on this site (4)

Richard Hunt, Shelton Peiris & Neville Weber. (2024) Seasonal generalized AR models. Communications in Statistics - Theory and Methods 53:3, pages 1065-1080.
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H. R. Khorshidi, A. R. Nematollahi & T. Manouchehri. (2023) On the vector-valued generalized autoregressive models. Journal of Statistical Computation and Simulation 93:14, pages 2428-2449.
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Thulasyammal R. Pillai & Mahendran Shitan. (2023) RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model. Communications in Statistics - Theory and Methods 52:14, pages i-xv.
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Mahendran Shitan & Shelton Peiris. (2013) Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters. Communications in Statistics - Theory and Methods 42:5, pages 756-770.
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Articles from other publishers (4)

Federico Maddanu. (2022) Forecasting highly persistent time series with bounded spectrum processes. Statistical Papers 64:1, pages 285-319.
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Suguneswary Ellappan, Norhashidah Awang & Thulasyammal R. Pillai. Estimation method for GARMA(1,3;δ,1)model. Estimation method for GARMA(1,3;δ,1)model.
Thulasyammal Ramiah Pillai & Murali Sambasivan. 2017. Advances in Time Series Analysis and Forecasting. Advances in Time Series Analysis and Forecasting 119 132 .
Tommaso Proietti & Alessandra Luati. (2013) Generalised Linear Spectral Models. SSRN Electronic Journal.
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