title: Stationary reversibles processes MA and ARMA
metadata.name: dc.contributor.author
metadata.value: Tovstik, Tatiana M.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2023-10-10T09:46:34Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2023-10-10T09:46:34Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2023-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Tovstik T.M. Stationary reversibles processes MA and ARMA. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2023, vol. 10 (68), issue 3, pp. 530– 544. https://doi.org/10.21638/spbu01.2023.307 (In Russian)
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/spbu01.2023.307
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/44174
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: In this paper, we show how to choose an adequate model of a reversible stationary moving
  average process of finite order, given the appropriate number of sample correlations. For
  an order no higher than the fifth, a one-to-one correspondence between the coefficients
  and correlations of the process is established. For higher-order moving average processes, a
  mixed autoregression and moving average model is preliminarily fitted to the initial data.
  This option also has an independent meaning.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 10 (68); Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: stationary reversible processes MA
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: ARMA
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: estimation of process parameters
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Stationary reversibles processes MA and ARMA
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 530-544.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/44174/1/530-544.pdf
resources.format: Adobe PDF
resources.size: 337,54 kB