Mathematical equation for ARIMA(1,1,0) with drift
6068
ARIMA(1, 1, 0) Model
100335
Moving average process notation: negative or positive $\theta$s?
23377
The distribution of the initial point of an AR process
94945
Sum and product of Martingale processes
74434
Find expected value of $\frac{1}{1+\xi}$
85318
Generate two correlated ARMA(1,1) processes
128070
Why can't ARIMA model large lags and/or long range dependence?
99090
Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$
140571
Finding $X_t$ of an Itô Diffusion
151286
Finding MLE for $\frac{\theta}{1-\theta}$
83058
Finding $\mathrm{Var}(N)$ if $N=\inf\{n\ge1:\sum_{i=1}^nX_i>1\}$ where $X_i$'s are i.i.d Exponential variables
114098
Difference time series before Arima or within Arima
128355
Does $e^{tx} + x = t - 1$ yield a solution/s to $\frac{dx}{dt} = \frac{e^{-tx} - x}{e^{-tx} + t}$?
18220
Time series: one I(1) and one I(0) variable, should I use VAR/VEC, test for cointegration?
116582
What exactly is the Box-Jenkins method for ARIMA processes?
78524
UMP of a Beta($\theta,1$) distribution
43993
Application of Kolmogorov's Zero-One Law