Deterministic and Forecast-Adaptive Time-Dependent Models

DOI10.2307/2346939zbMath0435.62095OpenAlexW2796780280MaRDI QIDQ3875168

G. E. P. Box, Bovas Abraham

Publication date: 1978

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346939

zbMATH Keywords

ARIMA modelsdeterministic modelsshift formulaesimplifying operatorsforecast-adaptive time-dependent modelsmemory adaptive models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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