Current developments in time series modelling

DOI10.1016/0304-4076(88)90076-0zbMath0667.62068OpenAlexW2049424743MaRDI QIDQ1117656

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(88)90076-0

zbMATH Keywords

survey linear models time series analysis ARMA models non-linear differential equations non-linear models state-space representations current developments state-dependent models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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