Linear Methods for Estimating Arma and Regression Models with Serial Correlation

DOI10.1080/03610919008812846zbMath0707.62184OpenAlexW2019966134MaRDI QIDQ3489227

Sergio G. Koreisha, Tarmo M. Pukkila

Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812846

zbMATH Keywords

linear estimationARMA modelsautocorrelationforecastslong autoregressionmultiple times series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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