Fitting models in time series analysis

DOI10.1080/02331888208801634MaRDI QIDQ3962373zbMATH OpenOpenAlexFDO

Authors Jiří Anděl

Publication date 1982

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888208801634

zbMATH Keywords

identificationinformation criteriontime series analysisfitting modelsasymptotic performanceBayesian approachorder estimationfinal prediction errorminimum description length criterionARMA-processesiterated logarithm criterionmaximum chi-square methodParzen methodtutorial survey of recent advances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited in

(1)

• scientific article; zbMATH DE number 3872513 (Why is no real title available?)

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