Autoregressive and Rolling Moving Average Processes using the K-matrix with Discrete but Unequal Time Steps

Authors: Stephen P. Smith

The autoregressive and rolling moving average time series models are describe with discrete time steps that may be unequal. The standard time series is described, as well as a two-dimensional spatial process that is separable into two one-dimensional processes. The K-matrix representations for each of these are presented, which can then be subjected to standard matrix handling techniques.

Comments: 10 Pages.

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Submission history

[v1] 2018-09-13 17:08:24 (removed)
[v2] 2018-09-15 17:18:26

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