A note on differencing autoregressive moving average (p, q) processes

DOI10.1093/BIOMET/62.2.521MaRDI QIDQ4067946zbMATH OpenOpenAlexFDO

Authors Oliver D. Anderson

Publication date 1975

Full work available at URL https://doi.org/10.1093/biomet/62.2.521

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Estimation of the degree of differencing of an ARIMA process
• An automatic procedure for Box-Jenkins model building

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