Deterministic and Forecast-Adaptive Time-Dependent Models

DOI10.2307/2346939MaRDI QIDQ3875168zbMATH OpenOpenAlexFDO

Authors Bovas Abraham, G. E. P. Box

Publication date 1978

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2346939

zbMATH Keywords

ARIMA modelsdeterministic modelsforecast-adaptive time-dependent modelsmemory adaptive modelsshift formulaesimplifying operators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited in

(5)

• Bayesian measures of surprise for outlier detection
• Optimized regression models for time series
• Artistic and cultural heritage and statistics
• A conjugate family for ar(1) processes with exponential errors
• Bayesian approaches to the detection of outliers in poisson samples

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