With white noise of variance : an autoregressive process of order , AR(), satisfies ; a moving-average process of order , MA(), is ; an ARMA process combines them, with , and the lag operator.
Quantitative Finance · Glosarium
Apa itu Autoregressive, moving-average and ARMA processes?
Dikenal juga sebagai: autoregressive process · moving-average process · ARMA process