scientific article; zbMATH DE number 3565994
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Publication:4137964
zbMATH Open0363.62069MaRDI QIDQ4137964FDOQ4137964
Publication date: 1976
Title of this publication is not available (Why is that?)
Cited In (only showing first 100 items - show all)
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- Robust multivariate and functional archetypal analysis with application to financial time series analysis
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- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
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- THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
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- ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS
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- Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
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- Model-building problem of periodically correlated \(m\)-variate moving average processes
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