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Browsing ORIE Technical Reports by Subject "ergodicity"
Now showing items 1-2 of 2
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Stationarity of Count-Valued and Nonlinear Time Series Models
Woodard, Dawn; Matteson, David; Henderson, Shane (2010-10-28)Time series models are often constructed by combining nonstationary effects such as trends with stochastic processes that are believed to be stationary. Although stationarity of the underlying process is typically crucial ... -
Stationarity of Generalized Autoregressive Moving Average Models
Woodard, Dawn; Matteson, David; Henderson, Shane (eCommons@Cornell, 2010-10-28)Time series models are often constructed by combining nonstationary effects such as trends with stochastic processes that are believed to be stationary. Although stationarity of the underlying process is typically crucial ...