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MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES

Part of: Stochastic processes Inference from stochastic processes

Published online by Cambridge University Press:  01 August 2018

ROSS S. BOWDEN
ROSS S. BOWDEN*
Affiliation:
Mathematics and Statistics, School of Engineering and Information Technology, Murdoch University, Murdoch WA 6150, Australia email ross.bowden@iinet.net.au
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Abstract

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Keywords

time seriesreplicatedhypothesis testsestimation

MSC classification

Primary: 62M10: Time series, auto-correlation, regression, etc.
Secondary: 60G10: Stationary processes
Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 98 , Issue 2 , October 2018 , pp. 345 - 347
Copyright
© 2018 Australian Mathematical Publishing Association Inc. 

Footnotes

Thesis submitted to Murdoch University in August 2017; degree awarded on 7 December 2017; supervisors Brenton Clarke and Nicola Armstrong.

References

Bowden, R. S. and Clarke, B. R., ‘A single series representation of multiple independent ARMA processes’, J. Time Series Anal. 33 (2012), 304–311.Google Scholar
Bowden, R. S. and Clarke, B. R., ‘Using multivariate time series to estimate location and climate change effects on temperatures employed in future electricity demand simulation’, Aust. N. Z. J. Stat. 59 (2017), 413–431.Google Scholar
Coates, D. S. and Diggle, P. J., ‘Tests for comparing two estimated spectral densities’, J. Time Series Anal. 7 (1986), 7–20.Google Scholar