Autoregression analysis and its application in autoregression models

zbMATH Open1236.62110MaRDI QIDQ3171028FDOQ3171028

Authors: Xiaoguo Lü, Aqin Ma, Shuwen Suo, J. H. Wang 

Publication date: 29 September 2011

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Mathematics Subject Classification ID

Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (3)

• ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES
• Autoregressive approaches to import-export time series. I: Basic techniques
• Analysis of autoregressive models with symmetric stable innovations

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