Moving-average model

Known as: MA model, Moving average process, Moving average model 
In time series analysis, the moving-average (MA) model is a common approach for modeling univariate time series. The moving-average model specifies… (More)
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Papers overview

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2016
2016
This study compares the forecasting performance of various Autoregressive integrated moving average (ARIMA) models by using time… (More)
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2013
2013
Moving average and stochastic volatility are two important components for modeling and forecasting macroeconomic and financial… (More)
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2012
2012
In this paper, we consider a fundamental social network issue that illustrates how information dynamically flows through a social… (More)
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2011
2011
The standard Yule-Walker equations, as they are known for an autoregression, are generalized to involve the moments of a moving… (More)
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2007
2007
We investigate the first-order threshold moving-average model. We obtain a sufficient condition for a unique strictly stationary… (More)
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2006
2006
Long memory processes are widely used in many scientific fields, such as economics, physics and engineering. In this paper we… (More)
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1993
1993
Texture synthesis is a necessary component of realistic scene generation. In particular, it is necessary for the simulation of… (More)
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Highly Cited
1991
Highly Cited
1991
This paper describes a method of characterizing video codec sources in ATM networks as an autoregressive moving average process… (More)
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1983
1983
This paper describes two methods for tine— dependent moving—average modelling of non—statio— narysignals. In both of then, the… (More)
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Highly Cited
1970
Highly Cited
1970
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of… (More)
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