Present Position and Potential Developments: Some Personal Views: Time Series Analysis

DOI10.2307/2981673MaRDI QIDQ3341711zbMATH OpenOpenAlexFDO

Authors James Durbin

Publication date 1984

Published in Journal of the Royal Statistical Society. Series A (General) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2981673

zbMATH Keywords

Approximationsasymptotic expansionsautocorrelationBox-Jenkins ARIMA modelsforecastingFourier analysisfrequency domainKalman filterleast squares regression analysisseasonal adjustmenttime domaintime series

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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