Fitting Autoregressions

DOI10.2307/2285938MaRDI QIDQ4067945zbMATHOpenAlexFDO

Authors Richard H. Jones

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

Mathematics Subject Classification ID

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)

• Analysis and simulation of strong earthquake ground motions using ARMA models
• Hybridization of intelligent techniques and ARIMA models for time series prediction
• An improved divergence information criterion for the determination of the order of an AR process
• Order Choice in Nonlinear Autoregressive Models
• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
• Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting

This page was built for publication: Fitting Autoregressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4067945)