D.S. Turaga, K. Ratakonda, et al.
SCC 2006
Abstract. A general approach for the development of a statistical inference on autoregressive moving‐average (ARMA) models is presented based on geometric arguments. ARMA models are characterized as members of the curved exponential family. Geometric properties of ARMA models are computed and used to suggest parameter transformations that satisfy predetermined properties. In particular, the effect on the asymptotic bias of the maximum likelihood estimator of model parameters is illustrated. Hypothesis testing of parameters is discussed through the application of a modified form of the likelihood ratio test statistic. Copyright © 1990, Wiley Blackwell. All rights reserved
D.S. Turaga, K. Ratakonda, et al.
SCC 2006
I.K. Pour, D.J. Krajnovich, et al.
SPIE Optical Materials for High Average Power Lasers 1992
Charles Micchelli
Journal of Approximation Theory
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ICML 2023