Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model

Pillai, TR; Shitan, M

Shitan, M (通讯作者),Univ Putra Malaysia, Fac Sci, Dept Math, Serdang, Malaysia.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023; 52 (14): I

Abstract

Recently, the GARMA(1, 2; delta, 1) time series model has been introduced in the literature. In this paper, the variance and autocovariance of the GAR......

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