TY  - JOUR
T1  - Process and Error Isolation for Arma (1,1) Subsumed in AR (1) Process
AU - , Daniel Eni 
JO  - Journal of Modern Mathematics and Statistics
VL  - 1
IS  - 1
SP  - 24
EP  - 29
PY  - 2007
DA  - 2001/08/19
SN  - 1994-5388
DO  - jmmstat.2007.24.29
UR  - https://makhillpublications.co/view-article.php?doi=jmmstat.2007.24.29
KW  - ARMA
KW  -AR
KW  -variance
KW  -autocovariance function
KW  -parameter estimation
AB  - In this study, we developed a method which enables us to estimate both the ARMA (1,1) process and the AR(1) error process for a situation where we suspect, from experience that a set of data which can be fitted by ARMA(1,1) model is corrupted by another set of data following AR(1) process. Simulation studies showed that the method performed very well in isolating the set that can be fitted by ARMA(1,1) model from the set that can be fitted by AR(1) model
ER  -