Some Recent Developments in Time Series Analysis, Correspondent Paper

DOI10.2307/1403037zbMath0467.62077OpenAlexW2330889081MaRDI QIDQ3920495

Paul Newbold

Publication date: 1981

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403037

zbMATH Keywords

bibliographymodel buildingKalman filterreviewautoregressive-moving average modelsmultiple time series analysisrecent developments

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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