An Examination of the Slutsky Effect in Interpreting Arima Models

DOI10.1080/01966324.1983.10737114MaRDI QIDQ3314792zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

smoothingtime seriesARIMA modelsSlutsky effectdetrendingdifferencinginduced parameters

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• Estimation of a non-invertible moving average process: the case of overdifferencing
• On trend and autocorrelation

Cited in

(2)

• THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE
• scientific article; zbMATH DE number 3999065 (Why is no real title available?)

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