scientific article; zbMATH DE number 4159921

MaRDI QIDQ3486699zbMATH OpenFDO

Authors Daniel O. Stram, William W. S. Wei

Publication date 1990

zbMATH Keywords

aggregate autoregressive integrated moving average ARIMA(p,d,r) modelautocovariance structuredata disaggregationdisaggregate modelmodel disaggregation methodnon-seasonal modelsroots of the autoregressive polynomialtime series model

Mathematics Subject Classification ID

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

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