The Exponential Autoregressive-Moving Average Earma(P,Q) Process
- 1 January 1980
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 42 (2) , 150-161
- https://doi.org/10.1111/j.2517-6161.1980.tb01112.x
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Extending the correlation structure of exponential autoregressive–moving-average processesJournal of Applied Probability, 1981
- First-order autoregressive gamma sequences and point processesAdvances in Applied Probability, 1980
- Heavy traffic results for single-server queues with dependent (EARMA) service and interarrival timesAdvances in Applied Probability, 1980
- A cyclic queueing network with dependent exponential service timesJournal of Applied Probability, 1978
- An exponential moving-average sequence and point process (EMA1)Journal of Applied Probability, 1977
- A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)Advances in Applied Probability, 1977
- The Statistical Analysis of Series of EventsPublished by Springer Nature ,1966