Modelling multiple time series: Achieving the aims

MaRDI QIDQ5386604zbMATH OpenFDO

Authors G. Tunnicliffe Wilson, Alex S. Morton

Publication date 14 May 2008

Mathematics Subject Classification ID

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

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(4)

• Modeling data with multiple time dimensions
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• Inferences on problems in modeling multi variate data sets in synodic time
• Implementation of Lévy CARMA model in \texttt{yuima} package

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