A direct basic form for predictors of autoregressive integrated moving average processes

DOI10.1093/BIOMET/62.2.483zbMATH Open0311.62058OpenAlexW2003377533MaRDI QIDQ4069664FDOQ4069664

Authors: E. J. Godolphin 

Publication date: 1975

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/62.2.483

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (1)

• GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION

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