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Samples in periodicals archive:
Biometrika (1984), 71, 3, pp. 599-607 599 Printed in Great Britain Testing for unit roots in autoregressive-moving average models of unknown order
Autoregressive moving-average processes 681 If we write A = (1 - 0)/0, it is easily shown that (1.1) GN(z)= A " This is immediately recognizable as the Laplace...
Autoregressive-Moving Average (ARMA) models This example shows that an MA(1)-process is not uniquely determined by its autocorrelation function.