An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (P ARMA) models is provided.

Sir, Methylation of 16S ribosomal RNA (rRNA) mediated by 16S rRNA methylase, which confers high-level aminoglycoside resistance (MICs .1024 mg/L) in Enterobacteriaceae, has recently emerged as a major medical problem worldwide. Until now, seven plasmid-encoded 16S rRNA methylases, ArmA, RmtA, RmtB, RmtC, RmtD, RmtE and NpmA, have been reported in various clinical Gram-negative isolates in multi...

The purpose of this paper is to introduce a method of estimating parameters in nonnegative ARMA processes. The method is a generalization of the procedures which were derived for autoregressive and moving-average processes. The estimates are constructed in the form of minima of certain fractions or some functions of these minima. A theorem concerning the strong consistence of these estimates is...

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observatio...

The well-known prediction-error-based maximum likelihood (PEML) method can only handle minimum phase ARMA models. This likelihood (BFML) method, which can handle nonminimum phase and noncausal ARMA models. The BFML method is identical to the PEML method in the case of a minimum phase ARMA model, and it turns out that the BFML method incorporates a noncausal ARMA filter with poles outside the un...

We consider computationally-fast methods for estimating parameters in ARMA processes from binary time series data, obtained by thresholding the latent ARMA process. All methods involve matching estimated and expected autocorrelations of the binary series. In particular, we focus on the spectral representation of the likelihood of an ARMA process and derive a restricted form of this likelihood, ...