Estimating Millions of Dynamic Timing Patterns in Real Time

DOI10.1198/016214501750332884MaRDI QIDQ4808073zbMATH OpenOpenAlexFDO

Authors Diane Lambert, José C. Pinheiro, Don X. Sun

Publication date 14 July 2003

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214501750332884

zbMATH Keywords

event historyexponentially weighted moving averagetransaction datacustomer profileday-of-week datahour-of-day data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Sequential estimation (62L12)

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