scientific article; zbMATH DE number 842531
Publication:4862306
zbMath0858.62072MaRDI QIDQ4862306
Gwilym Jenkins, G. E. P. Box, Gregory C. Reinsel
Publication date: 7 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
tablesidentificationestimationtime seriescanonical correlation analysisscore testsforecastingtime-domainmodel selection criteriaARMA modelsexercisesoutlier detectiondata setslinear stationary modelsstate representationintervention analysisautoregressive-moving averagetransfer function modelsARIMA processestesting for unit rootsseasonal modelsstructural componentsnon-stationary seriesdiscrete control schemes
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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