33 The ARMA Model
Samopriya Basu and Sugata Sen Roy
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-06.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-09.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-15.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-21.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-22.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-27.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-29.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-32.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-35.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-39.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-42.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-44.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-48.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-53.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/1465457189SPTS_TheARMAModel-1-56.jpg)
you can view video on The ARMA Model | ![]() |
References :
- S.Karlin&H.M.Taylor : A First Course in Stochastic Process, Vol-1
- J Medhi : Stochastic Process
- D.R.Cox: : Renewal Theory
- S.Ross : Stochastic Process
- A.K.Basu : Stochastic Process
- P.G.Hoel, S.C.Port&C.J.Stone : An Introduction to Stochastic Process
- R.N.Bhattacharyya&E.Waymire : Stochastic Processes and Application