A complete VARMA modelling methodology based on scalar components
From MaRDI portal
Publication:3552837
DOI10.1111/j.1467-9892.2007.00568.xzbMath1198.62086MaRDI QIDQ3552837
George Athanasopoulos, Farshid Vahid
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00568.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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- Codependent cycles
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- Recursive estimation of mixed autoregressive-moving average order
- A Multivariate Time Series Analysis of Some Flour Price Data
