Timeline for Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 15, 2022 at 11:09 | comment | added | Confounded | Not really. I think my answer from 16 Nov 2020 provides an algorithm for finding the solution using original model parameters. | |
| Feb 14, 2022 at 10:29 | comment | added | hydrologist | @Confounded - are you still interested in this problem? | |
| Nov 15, 2020 at 13:45 | comment | added | Confounded | So, did you get expression for the auto-covariance function in terms of the model parameters? Could you share your results please? | |
| Aug 29, 2013 at 7:39 | history | answered | hydrologist | CC BY-SA 3.0 |