Improved Box-Jenkins Estimators

DOI10.2307/2345329zbMath0377.62052OpenAlexW4254669913MaRDI QIDQ4155707

A. Ian McLeod

Publication date: 1977

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2345329

Mathematics Subject Classification ID

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

Related Items (5)

Multivariate contemporaneous ARMA model with hydrological applications ⋮ Exploratory spectral analysis of hydrological times series ⋮ Improved multivariate portmanteau test ⋮ APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL ⋮ Ian McLeod’s Contribution to Time Series Analysis—A Tribute

This page was built for publication: Improved Box-Jenkins Estimators