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3: ARMA Processes

  • Page ID
    812
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    In this chapter autoregressive moving average processes are discussed. They play a crucial role in specifying time series models for applications. As the solutions of stochastic difference equations with constant coefficients and these processes possess a linear structure.


    3: ARMA Processes is shared under a not declared license and was authored, remixed, and/or curated by Alexander Aue.

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