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zbMath0439.62069MaRDI QIDQ3881760

Yoshihiro Yajima

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

effect of overdifferencing prediction of ARIMA processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Estimation of the degree of differencing of an ARIMA process

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