The effects of model parameter deviations on the variance of a linearly filtered time series

DOI10.1002/NAV.20414MaRDI QIDQ3580163zbMATH OpenOpenAlexFDO

Authors Daniel W. Apley, Hyun Cheol Lee

Publication date 11 August 2010

Published in Naval Research Logistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.20414

zbMATH Keywords

time series forecastingrobustnessparameter uncertaintyautoregressive moving average modelcontrol chart

Mathematics Subject Classification ID

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

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Cited in

(1)

• Linear time series variance

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