The Representation and Decomposition of Integrated Stationary Time Series (Q4311424)
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scientific article; zbMATH DE number 672308
Language | Label | Description | Also known as |
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English | The Representation and Decomposition of Integrated Stationary Time Series |
scientific article; zbMATH DE number 672308 |
Statements
The Representation and Decomposition of Integrated Stationary Time Series (English)
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16 March 1995
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degree of differencing
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overintegrated models
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decomposition
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integrated stationary time series
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time domain
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primary increment vector
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canonical representation
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divergence rate
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overdifferencing
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forecasting
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