Journal of Modern Mathematics and Statistics
ISSN: OnlineISSN: Print 1994-5388
Abstract
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
How to cite this article:
Daniel Eni . Process and Error Isolation for Arma (1,1) Subsumed in AR (1) Process.
DOI: https://doi.org/10.36478/jmmstat.2007.24.29
URL: https://www.makhillpublications.co/view-article/1994-5388/jmmstat.2007.24.29