Fitting models in time series analysis

DOI10.1080/02331888208801634zbMATH Open0497.62080OpenAlexW2131338916MaRDI QIDQ3962373FDOQ3962373

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)

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