Univariate ARMA Processes

  • Jan Beran


If q = 0, then X t is also called an autoregressive process of order p, or AR(p) process. If p = 0, then X t is also called a moving average process of order p, or MA(q) process.


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Authors and Affiliations

  • Jan Beran
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of KonstanzKonstanzGermany

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