Search Results - subject:"Generating function"

The Covariance Structure of Mixed ARMA Models

Karanasos, Menelaos - Department of Economics and Related Studies, University …

canonical factorization of the autocovariance generating function for the univariate ARMA representations of the component …

Persistent link: https://www.econbiz.de/10005523974

The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series

Abadir, Karim; Larson, Rolf - Business School, University of Exeter - 1994

Let Xt be a discrete multivariate autoregressive process of order 1. The paper derives the joint moment generating … function (mgf) of the two quadratic forms that are used to define statistics relating to the parameters of this process. The …

Persistent link: https://www.econbiz.de/10008862984

Generalized multivariate Hermite distributions and related point processes

Milne, R.; Westcott, M. - In: Annals of the Institute of Statistical Mathematics 45 (1993) 2, pp. 367-381

Persistent link: https://www.econbiz.de/10005169147

Waiting time problems for a sequence of discrete random variables

Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 44 (1992) 2, pp. 363-378

Persistent link: https://www.econbiz.de/10005760284

Estimating means from a non-I.I.D. Mixture of Poisson samples

From, Steven - In: Annals of the Institute of Statistical Mathematics 43 (1991) 1, pp. 167-179

Persistent link: https://www.econbiz.de/10005184662

On the compounded bivariate Poisson distribution: A unified treatment

Kocherlakota, S. - In: Annals of the Institute of Statistical Mathematics 40 (1988) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10005616260