Publication:3005014

zbMath1220.62104MaRDI QIDQ3005014

K. H. Wu, Zhao-Guo Chen

Publication date: 6 June 2011

Full work available at URL: http://pphmj.com/abstract/5679.htm

zbMATH Keywords

autocorrelation; ARMA model; regression estimation; signal-extraction; benchmarking prediction; difference stationary

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

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

62P25: Applications of statistics to social sciences