Skip to main content
Statistics LibreTexts

3: ARMA Processes

  • Page ID
    812
  • [ "article:topic-guide", "authorname:auea", "ARMA Processes" ]

    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.