scientific article

zbMath0664.62088MaRDI QIDQ3814600

Jonathan D. Cryer

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outlierssolutionsForecastingmaximum likelihoodleast squaresinvertibilitystate space modelsmissing dataParameter estimationmethod of momentsARMA modelsexercisesstationary time seriesARIMA modelspartial autocorrelationBox-Jenkinsregression methodsTrendsgeneral linear processsample autocorrelationprediction limitsModel specificationnonnormal modelsnonstationary seriesMinitabModel diagnosticstransformations of seriescalendar problemsSeasonal models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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