An Examination of the Slutsky Effect in Interpreting Arima Models

DOI10.1080/01966324.1983.10737114zbMATH Open0532.62068OpenAlexW2031480830MaRDI QIDQ3314792FDOQ3314792

Authors: Edward J. Lusk 

Publication date: 1983

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1983.10737114

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zbMATH Keywords

smoothingtime seriesARIMA modelsSlutsky effectdetrendingdifferencinginduced parameters

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of a non-invertible moving average process: the case of overdifferencing
• Title not available (Why is that?)
• On trend and autocorrelation

Cited In (2)

• THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE
• Title not available (Why is that?)

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