Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model
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Publication:3505335
DOI10.1111/j.1467-9892.2007.00537.xzbMath1150.62043OpenAlexW1995749101WikidataQ115096356 ScholiaQ115096356MaRDI QIDQ3505335
Ginger Davis, Katherine Bennett Ensor
Publication date: 18 June 2008
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00537.x
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
Cites Work
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