Fitting Autoregressions
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Publication:4067945
DOI10.2307/2285938zbMATH Open0309.62064OpenAlexW4243618985MaRDI QIDQ4067945FDOQ4067945
Publication date: 1975
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2285938
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Inference from stochastic processes and spectral analysis (62M15)
Cited In (6)
- An improved divergence information criterion for the determination of the order of an AR process
- Order Choice in Nonlinear Autoregressive Models
- Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting
- Analysis and simulation of strong earthquake ground motions using ARMA models
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
- Hybridization of intelligent techniques and ARIMA models for time series prediction
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