Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On model fitting and estimation of strictly stationary processes   Stationary processes have been extensively studied in the literature. Their
applications include modeling and forecasting numerous real life phenomena such
as natural disasters, sales and market movements. When stationary processes are
considered, modeling is traditionally based on fitting an autoregressive moving
average (ARMA) process. However, we challenge this conventional approach.
Instead of fitting an ARMA model, we apply an AR(1) characterization in
modeling any strictly stationary processes. Moreover, we derive consistent and
asymptotically normal estimators of the corresponding model parameter.

15
The categories of this paper are: nucl-ex
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
25
The categories of this paper are: patt-sol
17
The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph
32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
12
The categories of this paper are: nucl-th
11
The categories of this paper are: hep-lat